-37.4%
FISV vs VRTX
+187.6%
-224.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +38.4% | +8.0% | +30.4% | +35.9% |
| 3M | +14.9% | +4.3% | +10.6% | +13.6% |
| 6M | +21.8% | +18.9% | +2.9% | +16.7% |
| YTD | -5.0% | +18.8% | -23.8% | -9.5% |
| 1Y | -1.2% | +24.0% | -25.1% | -6.8% |
| 3Y | -47.5% | +42.1% | -89.7% | -53.9% |
| All | -37.4% | +187.6% | -224.9% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling