+52.4%
VRTX vs CART
+21.6%
+30.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | +12.6% | +12.6% | 0.0% | +11.7% |
| 3M | +23.6% | +23.1% | +0.5% | +21.7% |
| 6M | +14.3% | +39.5% | -25.3% | +11.2% |
| YTD | +20.5% | +13.5% | +6.9% | +18.7% |
| 1Y | +37.6% | +14.9% | +22.7% | +35.1% |
| All | +52.4% | +21.6% | +30.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling