+42.1%
VRTX vs APA
+45.9%
-3.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.7% |
| 7D | -1.6% | +8.5% | -10.1% | -1.6% |
| 30D | +8.0% | +2.8% | +5.3% | +8.0% |
| 3M | +4.3% | +21.7% | -17.4% | +4.1% |
| 6M | +18.9% | +32.6% | -13.7% | +18.5% |
| YTD | +18.8% | +103.7% | -84.9% | +16.0% |
| 1Y | +24.0% | +101.8% | -77.9% | +21.1% |
| 3Y | +42.1% | +48.1% | -5.9% | +39.5% |
| All | +42.1% | +45.9% | -3.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling