+12,036.0%
VRTX vs BTI
+5,885.7%
+6,150.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | +12.6% | -6.6% | +19.3% | +14.4% |
| 3M | +23.6% | -3.0% | +26.6% | +24.2% |
| 6M | +14.3% | -6.7% | +21.0% | +15.7% |
| YTD | +20.5% | +0.6% | +19.9% | +19.6% |
| 1Y | +37.6% | +5.6% | +32.0% | +34.8% |
| 3Y | +55.5% | +110.3% | -54.8% | +27.5% |
| 5Y | +175.7% | +114.3% | +61.5% | +123.7% |
| 10Y | +474.2% | +67.7% | +406.5% | +380.6% |
| All | +12,036.0% | +5,885.7% | +6,150.3% | +5,159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling