+1,756.6%
VRTX vs APTV
+138.1%
+1,618.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.6% | -1.7% | +0.2% | -1.2% |
| 30D | +8.0% | -11.6% | +19.6% | +10.6% |
| 3M | +4.3% | -21.2% | +25.5% | +9.0% |
| 6M | +18.9% | -28.5% | +47.4% | +25.1% |
| YTD | +18.8% | -49.1% | +67.9% | +33.3% |
| 1Y | +24.0% | -52.2% | +76.1% | +40.8% |
| 3Y | +42.1% | -48.6% | +90.8% | +54.2% |
| 5Y | +187.6% | -77.3% | +264.8% | +264.3% |
| 10Y | +485.4% | -26.9% | +512.3% | +351.4% |
| All | +1,756.6% | +138.1% | +1,618.5% | +876.4% |
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