+4,098.3%
VRTX vs ATI
+915.7%
+3,182.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.1% |
| 7D | -2.1% | +6.2% | -8.3% | -3.4% |
| 30D | +8.2% | -7.1% | +15.3% | +9.3% |
| 3M | +13.0% | -21.3% | +34.4% | +17.8% |
| 6M | +27.9% | +6.5% | +21.4% | +24.5% |
| YTD | +20.7% | +53.2% | -32.5% | +8.3% |
| 1Y | +31.4% | +82.7% | -51.3% | +13.6% |
| 3Y | +41.8% | +314.3% | -272.5% | -1.2% |
| 5Y | +183.7% | +890.9% | -707.2% | +57.3% |
| 10Y | +592.9% | +1,142.3% | -549.5% | +201.1% |
| All | +4,098.3% | +915.7% | +3,182.6% | +1,035.8% |
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