+80.0%
JNJ vs IOVA
-63.5%
+143.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -0.8% | +5.1% | -5.8% | -0.9% |
| 30D | +4.3% | +37.2% | -32.9% | +3.5% |
| 3M | +16.5% | +117.5% | -101.0% | +14.0% |
| 6M | +13.1% | +69.6% | -56.4% | +11.2% |
| YTD | +32.1% | +218.7% | -186.5% | +27.7% |
| 1Y | +54.5% | +265.5% | -211.1% | +48.5% |
| 3Y | +82.5% | +46.2% | +36.3% | +75.2% |
| 5Y | +80.0% | -63.2% | +143.3% | +71.4% |
| All | +80.0% | -63.5% | +143.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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