+32.4%
VRTX vs BTDR
-18.2%
+50.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.3% |
| 7D | -7.8% | -3.2% | -4.6% | -7.8% |
| 30D | -2.8% | +32.7% | -35.5% | -2.6% |
| 3M | +18.1% | -28.4% | +46.5% | +18.2% |
| 6M | +3.1% | +51.7% | -48.6% | +3.8% |
| YTD | +13.5% | +2.9% | +10.6% | +13.4% |
| 1Y | +32.4% | -15.5% | +47.9% | +31.3% |
| All | +32.4% | -18.2% | +50.6% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling