+12,036.0%
VRTX vs MOD
+3,003.5%
+9,032.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.8% |
| 7D | +0.8% | +9.6% | -8.8% | -0.6% |
| 30D | +12.6% | 0.0% | +12.6% | +12.4% |
| 3M | +23.6% | -35.4% | +59.0% | +30.7% |
| 6M | +14.3% | -7.3% | +21.6% | +12.8% |
| YTD | +20.5% | +45.8% | -25.3% | +9.6% |
| 1Y | +37.6% | +43.1% | -5.6% | +23.9% |
| 3Y | +55.5% | +297.7% | -242.1% | +9.2% |
| 5Y | +175.7% | +1,478.8% | -1,303.0% | +43.3% |
| 10Y | +474.2% | +1,633.4% | -1,159.2% | +143.7% |
| All | +12,036.0% | +3,003.5% | +9,032.5% | +3,378.9% |
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