+298.6%
BSX vs ATI
+957.9%
-659.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.0% |
| 7D | +3.7% | +4.2% | -0.4% | +2.9% |
| 30D | +3.1% | -2.5% | +5.6% | +3.2% |
| 3M | -14.2% | -19.4% | +5.2% | -11.3% |
| 6M | -16.4% | +11.1% | -27.5% | -19.1% |
| YTD | -53.5% | +59.5% | -113.0% | -58.2% |
| 1Y | -57.8% | +85.8% | -143.5% | -63.1% |
| 3Y | -17.4% | +311.9% | -329.3% | -39.9% |
| 5Y | +5.4% | +963.2% | -957.8% | -37.8% |
| 10Y | +106.2% | +977.6% | -871.4% | +7.2% |
| All | +298.6% | +957.9% | -659.3% | +55.4% |
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