+329.7%
BSX vs ATI
+1,117.2%
-787.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.3% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +0.1% | +2.7% | -2.6% | -0.5% |
| 3M | -2.1% | +16.3% | -18.5% | -5.4% |
| 6M | -33.8% | +30.2% | -64.0% | -37.7% |
| YTD | -49.9% | +83.6% | -133.4% | -55.8% |
| 1Y | -55.4% | +173.0% | -228.5% | -63.7% |
| 3Y | -10.9% | +356.6% | -367.5% | -36.1% |
| 5Y | +6.4% | +1,074.2% | -1,067.8% | -38.2% |
| 10Y | +97.0% | +1,136.2% | -1,039.2% | -0.2% |
| All | +329.7% | +1,117.2% | -787.5% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling