+470.4%
VRTX vs APD
+191.9%
+278.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +3.8% | -5.4% | -2.8% |
| 30D | +8.0% | +8.2% | -0.2% | +5.3% |
| 3M | +4.3% | +4.3% | 0.0% | +2.8% |
| 6M | +18.9% | +4.7% | +14.2% | +16.8% |
| YTD | +18.8% | +31.5% | -12.7% | +7.5% |
| 1Y | +24.0% | +23.5% | +0.4% | +14.4% |
| 3Y | +42.1% | +29.1% | +13.0% | +25.4% |
| 5Y | +187.6% | +15.9% | +171.7% | +159.4% |
| All | +470.4% | +191.9% | +278.5% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling