-21.0%
BSX vs AVTR
-26.6%
+5.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -8.2% | -2.0% | -6.2% | -8.1% |
| 30D | -15.8% | +8.1% | -23.9% | -16.1% |
| 3M | -10.8% | +54.2% | -65.0% | -12.6% |
| 6M | -38.4% | +82.6% | -121.0% | -40.1% |
| YTD | -54.8% | +29.8% | -84.6% | -55.3% |
| 1Y | -59.0% | +18.0% | -77.0% | -59.4% |
| All | -21.0% | -26.6% | +5.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling