+12,075.3%
VRTX vs BTI
+6,582.2%
+5,493.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.8% |
| 7D | +3.2% | -0.1% | +3.4% | +3.2% |
| 30D | +7.4% | +9.6% | -2.2% | +5.0% |
| 3M | +4.6% | +8.3% | -3.7% | +2.4% |
| 6M | +27.5% | +7.5% | +20.0% | +24.7% |
| YTD | +20.9% | +12.3% | +8.6% | +16.8% |
| 1Y | +30.1% | +16.2% | +13.9% | +24.5% |
| 3Y | +46.6% | +148.0% | -101.4% | +15.5% |
| 5Y | +191.6% | +153.2% | +38.3% | +127.1% |
| 10Y | +474.5% | +128.2% | +346.3% | +348.3% |
| All | +12,075.3% | +6,582.2% | +5,493.1% | +5,035.1% |
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 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