+176.4%
VRTX vs BTI
+115.0%
+61.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | +6.6% | -7.0% | +13.7% | +8.3% |
| 3M | +19.4% | -6.3% | +25.7% | +20.9% |
| 6M | +15.8% | -2.0% | +17.8% | +15.8% |
| YTD | +16.7% | +0.2% | +16.5% | +16.0% |
| 1Y | +33.8% | +3.8% | +30.0% | +31.8% |
| 3Y | +54.2% | +112.1% | -57.9% | +21.9% |
| 5Y | +176.4% | +113.6% | +62.8% | +119.1% |
| All | +176.4% | +115.0% | +61.4% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling