-61.5%
IOVA vs BMRN
-16.0%
-45.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.4% |
| 7D | -2.2% | -1.3% | -0.9% | -1.2% |
| 30D | +27.6% | -6.5% | +34.1% | +34.9% |
| 3M | +117.2% | +18.3% | +98.9% | +89.2% |
| 6M | +77.7% | +8.9% | +68.8% | +64.0% |
| YTD | +215.0% | +10.5% | +204.5% | +188.8% |
| 1Y | +255.4% | +17.5% | +237.9% | +203.4% |
| 3Y | +42.6% | -27.7% | +70.3% | +81.8% |
| All | -61.5% | -16.0% | -45.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling