+1,209.3%
VRTX vs MXL
+249.5%
+959.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.7% | -2.7% |
| 7D | +0.8% | +1.6% | -0.8% | +0.6% |
| 30D | +12.6% | -7.0% | +19.6% | +12.8% |
| 3M | +23.6% | -33.4% | +57.0% | +25.2% |
| 6M | +14.3% | +260.2% | -245.9% | -10.3% |
| YTD | +20.5% | +260.0% | -239.5% | -5.7% |
| 1Y | +37.6% | +303.5% | -265.9% | +5.2% |
| 3Y | +55.5% | +160.4% | -104.9% | +16.7% |
| 5Y | +175.7% | +14.7% | +161.1% | +123.0% |
| 10Y | +474.2% | +215.6% | +258.6% | +246.3% |
| All | +1,209.3% | +249.5% | +959.8% | +596.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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