+15.2%
BSX vs AVTR
+0.6%
+14.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -16.4% | +6.3% | -22.7% | -17.5% |
| 3M | -8.9% | +53.3% | -62.2% | -17.0% |
| 6M | -38.3% | +78.6% | -116.9% | -45.9% |
| YTD | -54.9% | +29.2% | -84.2% | -57.9% |
| 1Y | -58.8% | +13.8% | -72.6% | -61.1% |
| 3Y | -21.2% | -27.4% | +6.2% | -20.1% |
| 5Y | -3.3% | -65.0% | +61.7% | +20.5% |
| All | +15.2% | +0.6% | +14.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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