+11.8%
VRTX vs MULL
+1,070.1%
-1,058.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | +3.2% | -32.2% | +35.5% | +3.9% |
| 30D | +7.4% | -55.4% | +62.8% | +9.0% |
| 3M | +4.6% | -41.3% | +45.8% | +5.1% |
| 6M | +27.5% | -44.9% | +72.4% | +24.6% |
| YTD | +20.9% | +192.4% | -171.5% | +6.8% |
| 1Y | +30.1% | +239.4% | -209.4% | +13.5% |
| All | +11.8% | +1,070.1% | -1,058.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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