+421.5%
CARR vs VRTX
+139.6%
+281.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -5.6% | +1.8% | -3.0% |
| 30D | -8.9% | -2.0% | -7.0% | -8.7% |
| 3M | -17.3% | +15.8% | -33.1% | -19.2% |
| 6M | -1.4% | +4.7% | -6.1% | -2.3% |
| YTD | +10.0% | +13.7% | -3.7% | +7.5% |
| 1Y | -6.4% | +29.7% | -36.1% | -10.1% |
| 3Y | +1.5% | +48.4% | -46.9% | -5.1% |
| 5Y | +9.3% | +173.3% | -164.0% | -3.3% |
| All | +421.5% | +139.6% | +281.9% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling