-55.8%
FISV vs VRTX
+179.2%
-235.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.9% | -3.3% |
| 7D | -1.6% | -3.4% | +1.9% | -0.8% |
| 30D | -3.0% | +6.6% | -9.6% | -4.5% |
| 3M | -3.5% | +19.4% | -22.9% | -7.6% |
| 6M | -19.4% | +15.8% | -35.2% | -22.4% |
| YTD | -24.3% | +16.7% | -40.9% | -27.5% |
| 1Y | -62.4% | +33.8% | -96.2% | -65.1% |
| 3Y | -58.2% | +54.2% | -112.4% | -64.6% |
| All | -55.8% | +179.2% | -235.0% | -70.3% |
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