+20.5%
BSX vs AVTR
+3.6%
+16.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.3% |
| 7D | -6.4% | +7.4% | -13.8% | -7.8% |
| 30D | -8.8% | +12.2% | -21.0% | -10.9% |
| 3M | -7.6% | +57.4% | -65.0% | -16.3% |
| 6M | -37.0% | +86.7% | -123.6% | -45.2% |
| YTD | -52.8% | +33.1% | -85.9% | -56.2% |
| 1Y | -58.4% | +16.1% | -74.6% | -60.8% |
| 3Y | -16.5% | -24.6% | +8.1% | -16.0% |
| 5Y | -1.2% | -63.5% | +62.3% | +21.9% |
| All | +20.5% | +3.6% | +16.9% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling