+176.4%
VRTX vs APTV
-69.4%
+245.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.5% | -2.7% |
| 7D | -3.4% | +2.0% | -5.4% | -3.6% |
| 30D | +6.6% | -7.7% | +14.3% | +7.4% |
| 3M | +19.4% | -34.0% | +53.4% | +24.2% |
| 6M | +15.8% | -37.1% | +52.9% | +20.6% |
| YTD | +16.7% | -39.9% | +56.6% | +21.9% |
| 1Y | +33.8% | -44.4% | +78.2% | +40.9% |
| 3Y | +54.2% | -54.5% | +108.7% | +63.8% |
| 5Y | +176.4% | -69.1% | +245.5% | +195.9% |
| All | +176.4% | -69.4% | +245.8% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling