+172.9%
VRTX vs BTG
+75.0%
+97.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -7.8% | -5.5% | -2.3% | -7.3% |
| 30D | -2.8% | +6.1% | -9.0% | -3.5% |
| 3M | +18.1% | +38.6% | -20.5% | +14.0% |
| 6M | +3.1% | +0.7% | +2.4% | +2.2% |
| YTD | +13.5% | +20.3% | -6.8% | +10.5% |
| 1Y | +32.4% | +25.0% | +7.4% | +27.7% |
| 3Y | +50.0% | +97.3% | -47.3% | +35.7% |
| 5Y | +172.9% | +78.3% | +94.5% | +149.8% |
| All | +172.9% | +75.0% | +97.9% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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