-17.6%
BSX vs ATI
+358.3%
-375.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -7.0% | +2.4% | -9.5% | -7.3% |
| 30D | -10.9% | -9.5% | -1.4% | -10.0% |
| 3M | -8.2% | +10.4% | -18.5% | -9.4% |
| 6M | -37.5% | +31.8% | -69.3% | -39.8% |
| YTD | -52.8% | +80.0% | -132.8% | -56.5% |
| 1Y | -58.4% | +175.8% | -234.2% | -64.0% |
| All | -17.6% | +358.3% | -375.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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