+557.4%
VRTX vs MOD
+911.6%
-354.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.7% |
| 7D | -2.1% | -25.5% | +23.4% | -1.4% |
| 30D | +8.2% | -49.0% | +57.2% | +10.2% |
| 3M | +13.0% | -49.8% | +62.8% | +15.1% |
| 6M | +27.9% | -64.8% | +92.7% | +31.4% |
| YTD | +20.7% | -27.6% | +48.3% | +20.4% |
| 1Y | +31.4% | -35.2% | +66.6% | +31.4% |
| 3Y | +41.8% | +137.1% | -95.3% | +31.9% |
| 5Y | +183.7% | +760.3% | -576.6% | +147.0% |
| All | +557.4% | +911.6% | -354.2% | +468.2% |
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