+11,955.6%
VRTX vs MOD
+1,298.5%
+10,657.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -0.1% |
| 7D | +0.5% | -34.2% | +34.6% | +6.3% |
| 30D | +8.0% | -51.9% | +59.9% | +19.6% |
| 3M | +11.9% | -53.0% | +64.9% | +23.7% |
| 6M | +27.8% | -66.4% | +94.2% | +46.5% |
| YTD | +19.7% | -31.5% | +51.2% | +20.6% |
| 1Y | +30.1% | -39.6% | +69.7% | +32.7% |
| 3Y | +44.2% | +116.8% | -72.6% | +9.7% |
| 5Y | +181.3% | +713.8% | -532.5% | +59.7% |
| 10Y | +587.1% | +882.7% | -295.6% | +210.8% |
| All | +11,955.6% | +1,298.5% | +10,657.0% | +3,756.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling