-9.1%
BITO vs VRTX
+184.4%
-193.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | +1.5% | -3.4% | +5.0% | +2.5% |
| 30D | +20.0% | +6.6% | +13.4% | +17.9% |
| 3M | +22.8% | +19.4% | +3.4% | +16.8% |
| 6M | +13.1% | +15.8% | -2.7% | +8.2% |
| YTD | -12.5% | +16.7% | -29.1% | -16.5% |
| 1Y | -32.6% | +33.8% | -66.4% | -38.0% |
| 3Y | +151.0% | +54.2% | +96.9% | +104.5% |
| All | -9.1% | +184.4% | -193.5% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling