+114,578.9%
APH vs VRTX
+6,844.0%
+107,734.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.1% |
| 7D | -12.7% | +0.5% | -13.2% | -12.9% |
| 30D | -19.2% | +8.0% | -27.2% | -20.3% |
| 3M | -16.7% | +11.9% | -28.6% | -18.4% |
| 6M | +5.1% | +27.8% | -22.7% | +0.6% |
| YTD | +6.6% | +19.7% | -13.1% | +2.8% |
| 1Y | +3.9% | +30.1% | -26.2% | -1.3% |
| 3Y | +246.0% | +44.2% | +201.8% | +219.0% |
| 5Y | +268.0% | +181.3% | +86.7% | +202.7% |
| 10Y | +868.2% | +587.1% | +281.2% | +572.2% |
| All | +114,578.9% | +6,844.0% | +107,734.9% | +42,152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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