+42.1%
VRTX vs FIS
-38.7%
+80.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | +8.0% | -16.7% | +24.8% | +10.0% |
| 3M | +4.3% | -32.3% | +36.6% | +12.1% |
| 6M | +18.9% | -29.1% | +47.9% | +25.6% |
| YTD | +18.8% | -54.1% | +72.9% | +44.4% |
| 1Y | +24.0% | -53.7% | +77.7% | +50.0% |
| 3Y | +42.1% | -38.8% | +81.0% | +64.1% |
| All | +42.1% | -38.7% | +80.8% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling