+30.2%
VRTX vs ATI
+86.4%
-56.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | +3.7% | +8.3% | -4.7% | +3.0% |
| 30D | +9.0% | -7.3% | +16.3% | +9.8% |
| 3M | +14.7% | -10.5% | +25.2% | +15.5% |
| 6M | +27.7% | +16.4% | +11.4% | +21.4% |
| YTD | +21.1% | +56.1% | -35.0% | +11.9% |
| 1Y | +30.2% | +86.5% | -56.3% | +17.6% |
| All | +30.2% | +86.4% | -56.2% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling