+11,958.2%
VRTX vs BTI
+6,606.4%
+5,351.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | -3.2% | +3.3% | +0.8% |
| 30D | +11.8% | +9.7% | +2.1% | +9.3% |
| 3M | +3.2% | +11.1% | -7.8% | +0.5% |
| 6M | +21.0% | -1.2% | +22.2% | +20.9% |
| YTD | +19.7% | +12.7% | +7.0% | +15.5% |
| 1Y | +25.0% | +15.8% | +9.2% | +19.8% |
| 3Y | +45.2% | +148.9% | -103.7% | +14.3% |
| 5Y | +189.7% | +151.9% | +37.8% | +126.0% |
| 10Y | +489.8% | +124.2% | +365.6% | +362.0% |
| All | +11,958.2% | +6,606.4% | +5,351.9% | +4,981.3% |
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