+97.7%
JNJ vs IOVA
-65.6%
+163.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +1.5% | -7.0% | +8.5% | +1.6% |
| 30D | +6.3% | -44.4% | +50.8% | +7.2% |
| 3M | +8.5% | +24.7% | -16.2% | +7.3% |
| 6M | +28.0% | +118.6% | -90.7% | +24.5% |
| YTD | +37.7% | +196.3% | -158.7% | +32.5% |
| 1Y | +47.9% | +205.3% | -157.4% | +42.2% |
| 3Y | +107.4% | +103.8% | +3.6% | +97.7% |
| 5Y | +97.7% | -65.6% | +163.3% | +86.5% |
| All | +97.7% | -65.6% | +163.4% | +86.5% |
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