+4,090.8%
VRTX vs ATI
+1,117.2%
+2,973.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.7% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | +2.7% | +9.9% | +11.8% |
| 3M | +23.6% | +16.3% | +7.3% | +19.1% |
| 6M | +14.3% | +30.2% | -15.9% | +7.0% |
| YTD | +20.5% | +83.6% | -63.1% | +4.9% |
| 1Y | +37.6% | +173.0% | -135.4% | +9.7% |
| 3Y | +55.5% | +356.6% | -301.1% | +6.8% |
| 5Y | +175.7% | +1,074.2% | -898.4% | +48.1% |
| 10Y | +474.2% | +1,136.2% | -662.0% | +151.8% |
| All | +4,090.8% | +1,117.2% | +2,973.7% | +999.8% |
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