-2.8%
BSX vs AVTR
-64.6%
+61.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -10.1% | -1.1% | -9.0% | -10.0% |
| 30D | -16.4% | +6.3% | -22.7% | -17.0% |
| 3M | -8.9% | +53.3% | -62.2% | -13.4% |
| 6M | -38.3% | +78.6% | -116.9% | -42.5% |
| YTD | -54.9% | +29.2% | -84.2% | -56.4% |
| 1Y | -58.8% | +13.8% | -72.6% | -59.9% |
| 3Y | -21.2% | -27.4% | +6.2% | -19.5% |
| All | -2.8% | -64.6% | +61.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling