-60.0%
FISV vs VRTX
+51.7%
-111.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -4.1% |
| 7D | -6.4% | -6.4% | 0.0% | -5.5% |
| 30D | -6.8% | -0.5% | -6.3% | -6.8% |
| 3M | -10.0% | +16.9% | -26.9% | -12.0% |
| 6M | -20.6% | +13.1% | -33.7% | -22.2% |
| YTD | -27.6% | +14.9% | -42.5% | -29.4% |
| 1Y | -64.3% | +31.4% | -95.8% | -65.8% |
| All | -60.0% | +51.7% | -111.8% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 3y: compounded portfolio wealth divided by compounded VRTX 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…
3y analysis · Full analysis span regression · 6 months rolling