+166.3%
VRTX vs BTDR
-44.0%
+210.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.6% |
| 7D | -1.6% | -6.9% | +5.3% | -1.5% |
| 30D | +8.0% | -31.5% | +39.6% | +8.4% |
| 3M | +4.3% | -36.1% | +40.4% | +4.7% |
| 6M | +18.9% | -57.6% | +76.5% | +19.7% |
| YTD | +18.8% | -50.0% | +68.8% | +18.9% |
| 1Y | +24.0% | -49.6% | +73.5% | +23.9% |
| 3Y | +42.1% | +48.5% | -6.4% | +37.3% |
| 5Y | +187.6% | -43.8% | +231.4% | +179.3% |
| All | +166.3% | -44.0% | +210.3% | +158.4% |
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