+7.3%
BSX vs AVTR
-58.9%
+66.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.7% | +0.5% | +3.3% | +3.7% |
| 30D | +3.1% | -1.0% | +4.1% | +3.2% |
| 3M | -14.2% | +12.2% | -26.4% | -15.4% |
| 6M | -16.4% | +97.5% | -113.9% | -23.0% |
| YTD | -53.5% | +35.6% | -89.1% | -55.3% |
| 1Y | -57.8% | +32.8% | -90.6% | -59.3% |
| 3Y | -17.4% | -16.5% | -0.9% | -17.7% |
| All | +7.3% | -58.9% | +66.2% | +28.9% |
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