+25.0%
VRTX vs APTV
-52.6%
+77.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | 0.0% | -5.0% | +5.0% | +0.4% |
| 30D | +11.8% | -12.3% | +24.1% | +13.0% |
| 3M | +3.2% | -19.9% | +23.2% | +4.9% |
| 6M | +21.0% | -29.4% | +50.4% | +21.0% |
| YTD | +19.7% | -49.0% | +68.7% | +24.8% |
| 1Y | +25.0% | -53.1% | +78.1% | +33.9% |
| All | +25.0% | -52.6% | +77.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling