+51.4%
VRTX vs CART
+37.6%
+13.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | +8.0% | +27.1% | -19.1% | +6.1% |
| 3M | +11.9% | +27.4% | -15.5% | +9.8% |
| 6M | +27.8% | +32.1% | -4.3% | +25.0% |
| YTD | +19.7% | +28.5% | -8.8% | +16.7% |
| 1Y | +30.1% | +58.8% | -28.7% | +25.2% |
| 3Y | +44.2% | +114.8% | -70.5% | +31.1% |
| All | +51.4% | +37.6% | +13.8% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling