+148.7%
BSX vs AVAV
+407.8%
-259.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.6% | -9.6% | +1.0% |
| 7D | -0.7% | +3.2% | -3.8% | -1.6% |
| 30D | +3.0% | -7.4% | +10.4% | +3.7% |
| 3M | -10.7% | -32.0% | +21.3% | -5.9% |
| 6M | -18.4% | -24.6% | +6.2% | -16.7% |
| YTD | -53.8% | -47.5% | -6.3% | -51.0% |
| 1Y | -56.0% | -61.5% | +5.5% | -51.0% |
| 3Y | -14.4% | +5.5% | -19.9% | -25.1% |
| 5Y | +2.9% | +35.7% | -32.9% | -18.5% |
| 10Y | +101.6% | +379.1% | -277.5% | +10.5% |
| All | +148.7% | +407.8% | -259.1% | +16.4% |
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