+4,127.3%
VRTX vs ATI
+968.1%
+3,159.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -0.4% |
| 7D | -0.4% | +6.0% | -6.4% | -1.7% |
| 30D | +8.0% | -3.6% | +11.6% | +8.2% |
| 3M | +11.0% | -18.9% | +29.9% | +15.0% |
| 6M | +28.2% | +16.7% | +11.5% | +22.4% |
| YTD | +21.5% | +61.1% | -39.6% | +7.9% |
| 1Y | +34.5% | +89.3% | -54.8% | +15.4% |
| 3Y | +49.5% | +333.3% | -283.8% | +3.2% |
| 5Y | +188.3% | +954.5% | -766.2% | +57.8% |
| 10Y | +493.1% | +1,067.0% | -573.9% | +162.3% |
| All | +4,127.3% | +968.1% | +3,159.2% | +1,031.7% |
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 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