+1,418.4%
VRTX vs IOVA
-92.3%
+1,510.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | +0.7% |
| 7D | -2.1% | -5.2% | +3.1% | -1.9% |
| 30D | +8.2% | -37.8% | +46.0% | +9.9% |
| 3M | +13.0% | +29.5% | -16.4% | +10.6% |
| 6M | +27.9% | +96.6% | -68.6% | +21.9% |
| YTD | +20.7% | +194.5% | -173.8% | +12.2% |
| 1Y | +31.4% | +248.1% | -216.6% | +21.1% |
| 3Y | +41.8% | +86.1% | -44.3% | +29.1% |
| 5Y | +183.7% | -67.8% | +251.5% | +169.6% |
| 10Y | +592.9% | +38.6% | +554.2% | +501.5% |
| All | +1,418.4% | -92.3% | +1,510.8% | +1,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling