+446.2%
APP vs VRTX
+148.3%
+297.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.2% | +32.2% | +31.4% |
| 7D | +39.7% | +0.5% | +39.2% | +39.1% |
| 30D | +27.7% | +8.0% | +19.7% | +24.2% |
| 3M | -14.8% | +11.9% | -26.7% | -18.2% |
| 6M | -25.5% | +27.8% | -53.4% | -31.8% |
| YTD | -47.2% | +19.7% | -66.8% | -51.0% |
| 1Y | -42.3% | +30.1% | -72.4% | -48.4% |
| 3Y | +806.8% | +44.2% | +762.6% | +636.6% |
| 5Y | +261.6% | +181.3% | +80.3% | +130.7% |
| All | +446.2% | +148.3% | +297.9% | +243.6% |
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