+170.0%
VRTX vs BTDR
+23.8%
+146.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.1% | -2.2% |
| 7D | +0.8% | +20.0% | -19.1% | +0.5% |
| 30D | +12.6% | +11.9% | +0.7% | +12.4% |
| 3M | +23.6% | -36.9% | +60.6% | +24.3% |
| 6M | +14.3% | +56.5% | -42.2% | +13.0% |
| YTD | +20.5% | +10.4% | +10.0% | +19.5% |
| 1Y | +37.6% | +3.1% | +34.5% | +35.7% |
| 3Y | +55.5% | -2.6% | +58.1% | +50.5% |
| 5Y | +175.7% | +25.2% | +150.6% | +165.3% |
| All | +170.0% | +23.8% | +146.2% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling