+33.8%
VRTX vs FIS
-40.6%
+74.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -2.3% |
| 7D | -3.4% | -3.5% | 0.0% | -2.9% |
| 30D | +6.6% | -7.8% | +14.5% | +7.8% |
| 3M | +19.4% | +0.8% | +18.6% | +19.1% |
| 6M | +15.8% | -21.9% | +37.7% | +19.2% |
| YTD | +16.7% | -39.5% | +56.2% | +28.4% |
| 1Y | +33.8% | -41.0% | +74.8% | +49.8% |
| All | +33.8% | -40.6% | +74.4% | +49.8% |
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