+7.9%
VRTX vs MULL
+2,481.0%
-2,473.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.1% | -3.1% |
| 7D | -3.4% | +14.0% | -17.4% | -3.8% |
| 30D | +6.6% | +24.8% | -18.2% | +5.8% |
| 3M | +19.4% | -16.1% | +35.5% | +18.2% |
| 6M | +15.8% | +330.9% | -315.1% | +3.9% |
| YTD | +16.7% | +545.0% | -528.3% | +1.7% |
| 1Y | +33.8% | +2,427.1% | -2,393.3% | +5.8% |
| All | +7.9% | +2,481.0% | -2,473.1% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling