+91.3%
BSX vs AVAV
+510.8%
-419.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -6.2% |
| 7D | -6.4% | +3.2% | -9.6% | -6.8% |
| 30D | -8.8% | -20.3% | +11.5% | -6.3% |
| 3M | -7.6% | -19.4% | +11.8% | -6.0% |
| 6M | -37.0% | -35.3% | -1.7% | -34.5% |
| YTD | -52.8% | -38.5% | -14.3% | -51.3% |
| 1Y | -58.4% | -37.2% | -21.2% | -57.7% |
| 3Y | -16.5% | +31.1% | -47.6% | -27.0% |
| 5Y | -1.2% | +41.0% | -42.2% | -17.7% |
| All | +91.3% | +510.8% | -419.4% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling