+30.8%
VRTX vs FIS
-54.5%
+85.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.8% |
| 7D | -0.4% | -29.4% | +29.0% | +1.3% |
| 30D | +8.0% | -16.7% | +24.7% | +7.7% |
| 3M | +11.0% | -33.0% | +44.0% | +13.5% |
| 6M | +28.2% | -33.3% | +61.5% | +30.5% |
| YTD | +21.5% | -56.0% | +77.5% | +31.2% |
| All | +30.8% | -54.5% | +85.3% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling