+31.4%
VRTX vs MOD
-37.3%
+68.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +1.0% |
| 7D | -2.1% | -25.5% | +23.4% | -3.0% |
| 30D | +8.2% | -49.0% | +57.2% | +6.4% |
| 3M | +13.0% | -49.8% | +62.8% | +11.1% |
| 6M | +27.9% | -64.8% | +92.7% | +25.1% |
| YTD | +20.7% | -27.6% | +48.3% | +22.0% |
| 1Y | +31.4% | -35.2% | +66.6% | +33.4% |
| All | +31.4% | -37.3% | +68.7% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling