+456.3%
VRTX vs FIS
-41.9%
+498.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -0.4% |
| 7D | -6.4% | -9.1% | +2.7% | -3.6% |
| 30D | -0.5% | -10.4% | +9.9% | +2.7% |
| 3M | +16.9% | -3.7% | +20.6% | +17.6% |
| 6M | +13.1% | -24.8% | +37.8% | +22.3% |
| YTD | +14.9% | -41.6% | +56.5% | +34.6% |
| 1Y | +31.4% | -42.7% | +74.2% | +54.6% |
| 3Y | +51.9% | -26.2% | +78.1% | +63.3% |
| 5Y | +177.1% | -66.1% | +243.2% | +284.9% |
| 10Y | +456.3% | -40.9% | +497.1% | +422.0% |
| All | +456.3% | -41.9% | +498.2% | +422.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling