+1,770.5%
VRTX vs APTV
+138.4%
+1,632.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +1.0% |
| 30D | +11.8% | -12.3% | +24.1% | +14.7% |
| 3M | +3.2% | -19.9% | +23.2% | +7.6% |
| 6M | +21.0% | -29.4% | +50.4% | +27.7% |
| YTD | +19.7% | -49.0% | +68.7% | +34.2% |
| 1Y | +25.0% | -53.1% | +78.1% | +42.5% |
| 3Y | +45.2% | -48.9% | +94.1% | +57.7% |
| 5Y | +189.7% | -77.2% | +267.0% | +266.9% |
| 10Y | +489.8% | -26.8% | +516.6% | +354.6% |
| All | +1,770.5% | +138.4% | +1,632.0% | +883.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling