-1.0%
BSX vs ATI
+1,086.3%
-1,087.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.9% |
| 3M | -8.2% | +10.4% | -18.5% | -9.6% |
| 6M | -37.5% | +31.8% | -69.3% | -40.0% |
| YTD | -52.8% | +80.0% | -132.8% | -56.7% |
| 1Y | -58.4% | +175.8% | -234.2% | -64.1% |
| 3Y | -16.5% | +364.2% | -380.8% | -34.7% |
| 5Y | -1.0% | +1,076.9% | -1,077.9% | -30.2% |
| All | -1.0% | +1,086.3% | -1,087.3% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling