+470.2%
VRTX vs MOD
+1,642.7%
-1,172.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.3% |
| 7D | +0.8% | +9.6% | -8.8% | +0.5% |
| 30D | +12.6% | 0.0% | +12.6% | +12.6% |
| 3M | +23.6% | -35.4% | +59.0% | +25.2% |
| 6M | +14.3% | -7.3% | +21.6% | +13.9% |
| YTD | +20.5% | +45.8% | -25.3% | +17.8% |
| 1Y | +37.6% | +43.1% | -5.6% | +34.3% |
| 3Y | +55.5% | +297.7% | -242.1% | +42.3% |
| 5Y | +175.7% | +1,478.8% | -1,303.0% | +134.6% |
| All | +470.2% | +1,642.7% | -1,172.5% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling