+43.2%
VRTX vs APD
+29.6%
+13.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | +2.2% | -2.1% | -0.3% |
| 30D | +11.8% | +9.4% | +2.4% | +10.4% |
| 3M | +3.2% | +4.7% | -1.5% | +2.5% |
| 6M | +21.0% | +5.5% | +15.6% | +20.1% |
| YTD | +19.7% | +31.4% | -11.7% | +14.6% |
| 1Y | +25.0% | +24.1% | +0.9% | +20.7% |
| All | +43.2% | +29.6% | +13.6% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling