-5.4%
REGN vs IOVA
+43.8%
-49.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.1% | -2.0% |
| 7D | -5.6% | -2.2% | -3.4% | -5.4% |
| 30D | -2.0% | +27.6% | -29.5% | -4.2% |
| 3M | +28.0% | +117.2% | -89.2% | +18.1% |
| 6M | +1.2% | +77.7% | -76.5% | -5.7% |
| YTD | +1.6% | +215.0% | -213.4% | -10.8% |
| 1Y | +38.2% | +255.4% | -217.1% | +18.8% |
| 3Y | -5.4% | +42.6% | -48.0% | -18.1% |
| All | -5.4% | +43.8% | -49.2% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling