-10.6%
BITO vs VRTX
+177.1%
-187.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -5.6% | +2.2% | -1.9% |
| 30D | +21.4% | -2.0% | +23.4% | +22.1% |
| 3M | +20.5% | +15.8% | +4.7% | +15.6% |
| 6M | +7.4% | +4.7% | +2.7% | +5.7% |
| YTD | -13.9% | +13.7% | -27.6% | -17.2% |
| 1Y | -35.1% | +29.7% | -64.8% | -39.8% |
| 3Y | +156.8% | +48.4% | +108.4% | +111.9% |
| All | -10.6% | +177.1% | -187.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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