+154.9%
VRTX vs BTDR
+19.6%
+135.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | +0.1% |
| 7D | -5.6% | -3.4% | -2.2% | -5.6% |
| 30D | -2.0% | +32.6% | -34.6% | -2.4% |
| 3M | +15.8% | -32.2% | +48.1% | +16.3% |
| 6M | +4.7% | +52.4% | -47.7% | +3.5% |
| YTD | +13.7% | +6.7% | +7.0% | +12.8% |
| 1Y | +29.7% | -15.2% | +45.0% | +28.4% |
| 3Y | +48.4% | +14.9% | +33.6% | +43.5% |
| 5Y | +173.3% | +20.8% | +152.5% | +163.1% |
| All | +154.9% | +19.6% | +135.3% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling