+141.5%
BSX vs AVAV
+351.0%
-209.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.5% | -14.7% | -5.9% |
| 7D | +1.8% | -10.6% | +12.4% | +3.3% |
| 30D | +2.8% | -18.8% | +21.6% | +5.7% |
| 3M | -13.3% | -34.1% | +20.8% | -8.1% |
| 6M | -23.7% | -35.3% | +11.7% | -20.1% |
| YTD | -55.2% | -53.4% | -1.8% | -51.5% |
| 1Y | -56.8% | -65.6% | +8.8% | -51.1% |
| 3Y | -19.0% | -5.1% | -14.0% | -28.0% |
| 5Y | -0.9% | +18.5% | -19.5% | -19.7% |
| 10Y | +98.3% | +369.8% | -271.5% | +8.3% |
| All | +141.5% | +351.0% | -209.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling