+1,420.6%
VRTX vs IOVA
-92.3%
+1,513.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +3.2% | -8.5% | +11.7% | +3.6% |
| 30D | +7.4% | -44.7% | +52.1% | +9.7% |
| 3M | +4.6% | +26.2% | -21.7% | +2.4% |
| 6M | +27.5% | +123.2% | -95.7% | +20.8% |
| YTD | +20.9% | +196.0% | -175.1% | +12.3% |
| 1Y | +30.1% | +240.9% | -210.8% | +19.9% |
| 3Y | +46.6% | +103.5% | -56.9% | +33.0% |
| 5Y | +191.6% | -65.5% | +257.0% | +176.2% |
| 10Y | +474.5% | +7.0% | +467.5% | +403.0% |
| All | +1,420.6% | -92.3% | +1,513.0% | +1,015.9% |
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