+456.3%
VRTX vs ATI
+1,068.2%
-611.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.4% | +2.4% | -8.8% | -6.6% |
| 30D | -0.5% | -9.5% | +9.0% | +0.4% |
| 3M | +16.9% | +10.4% | +6.5% | +15.4% |
| 6M | +13.1% | +31.8% | -18.7% | +9.4% |
| YTD | +14.9% | +80.0% | -65.0% | +7.7% |
| 1Y | +31.4% | +175.8% | -144.4% | +17.6% |
| 3Y | +51.9% | +364.2% | -312.3% | +26.6% |
| 5Y | +177.1% | +1,076.9% | -899.8% | +105.9% |
| 10Y | +456.3% | +1,178.1% | -721.8% | +283.9% |
| All | +456.3% | +1,068.2% | -611.9% | +283.9% |
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