+48.2%
VRTX vs APTV
-55.3%
+103.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -3.9% | -1.5% |
| 7D | -7.8% | -1.8% | -6.0% | -7.7% |
| 30D | -2.8% | -7.9% | +5.1% | -2.3% |
| 3M | +18.1% | -29.9% | +48.0% | +21.0% |
| 6M | +3.1% | -36.6% | +39.7% | +6.2% |
| YTD | +13.5% | -40.0% | +53.5% | +17.4% |
| 1Y | +32.4% | -44.0% | +76.4% | +37.6% |
| All | +48.2% | -55.3% | +103.5% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling