+91.2%
BSX vs AVAV
+478.0%
-386.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +0.6% |
| 7D | -7.0% | -3.2% | -3.9% | -6.7% |
| 30D | -10.9% | -25.6% | +14.7% | -7.8% |
| 3M | -8.2% | -20.2% | +12.1% | -6.4% |
| 6M | -37.5% | -38.1% | +0.6% | -34.7% |
| YTD | -52.8% | -41.8% | -11.1% | -51.0% |
| 1Y | -58.4% | -39.0% | -19.4% | -57.6% |
| 3Y | -16.5% | +24.1% | -40.6% | -26.5% |
| 5Y | -1.0% | +53.0% | -54.0% | -18.9% |
| 10Y | +91.2% | +493.8% | -402.6% | +25.5% |
| All | +91.2% | +478.0% | -386.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AVAV 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling