+474.7%
VRTX vs ATI
+1,002.4%
-527.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | 0.0% | +13.0% | -12.9% | -1.1% |
| 30D | +11.8% | +0.2% | +11.6% | +11.6% |
| 3M | +3.2% | -17.5% | +20.7% | +4.8% |
| 6M | +21.0% | +18.1% | +2.9% | +18.4% |
| YTD | +19.7% | +65.7% | -46.0% | +13.1% |
| 1Y | +25.0% | +91.9% | -67.0% | +16.4% |
| 3Y | +45.2% | +335.2% | -290.0% | +22.8% |
| 5Y | +189.7% | +1,004.3% | -814.6% | +120.4% |
| All | +474.7% | +1,002.4% | -527.7% | +338.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling