+177.1%
VRTX vs BTDR
+24.7%
+152.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.4% |
| 7D | -6.4% | +14.8% | -21.2% | -6.6% |
| 30D | -0.5% | +41.8% | -42.3% | -1.1% |
| 3M | +16.9% | -29.2% | +46.1% | +17.3% |
| 6M | +13.1% | +66.2% | -53.1% | +11.7% |
| YTD | +14.9% | +10.0% | +5.0% | +14.0% |
| 1Y | +31.4% | -11.0% | +42.4% | +30.1% |
| 3Y | +51.9% | +6.9% | +45.0% | +46.9% |
| 5Y | +177.1% | +24.7% | +152.4% | +166.1% |
| All | +177.1% | +24.7% | +152.4% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling