+41.8%
VRTX vs ATI
+320.9%
-279.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.5% |
| 7D | -2.1% | +6.2% | -8.3% | -2.6% |
| 30D | +8.2% | -7.1% | +15.3% | +8.7% |
| 3M | +13.0% | -21.3% | +34.4% | +15.0% |
| 6M | +27.9% | +6.5% | +21.4% | +26.2% |
| YTD | +20.7% | +53.2% | -32.5% | +15.4% |
| 1Y | +31.4% | +82.7% | -51.3% | +24.0% |
| 3Y | +41.8% | +314.3% | -272.5% | +21.3% |
| All | +41.8% | +320.9% | -279.0% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling