+170.1%
BSX vs AVAV
+478.6%
-308.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | +2.0% | -2.2% | +4.3% | +2.4% |
| 30D | +0.1% | -13.9% | +14.1% | +2.4% |
| 3M | -2.1% | -29.2% | +27.1% | +2.2% |
| 6M | -33.8% | -36.1% | +2.3% | -30.3% |
| YTD | -49.9% | -40.2% | -9.7% | -47.5% |
| 1Y | -55.4% | -36.2% | -19.2% | -54.6% |
| 3Y | -10.9% | +47.5% | -58.4% | -26.3% |
| 5Y | +6.4% | +39.3% | -32.9% | -15.2% |
| 10Y | +97.0% | +482.6% | -385.5% | +4.9% |
| All | +170.1% | +478.6% | -308.5% | +24.8% |
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