+24.0%
VRTX vs BTI
+18.0%
+5.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +8.0% | +9.2% | -1.2% | +6.4% |
| 3M | +4.3% | +9.6% | -5.3% | +2.6% |
| 6M | +18.9% | -2.4% | +21.3% | +19.6% |
| YTD | +18.8% | +14.2% | +4.6% | +20.6% |
| 1Y | +24.0% | +20.3% | +3.7% | +25.6% |
| All | +24.0% | +18.0% | +5.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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