+49.5%
VRTX vs FIS
-41.8%
+91.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.0% |
| 7D | -0.4% | -29.4% | +29.0% | +5.8% |
| 30D | +8.0% | -16.7% | +24.7% | +9.7% |
| 3M | +11.0% | -33.0% | +44.0% | +19.3% |
| 6M | +28.2% | -33.3% | +61.5% | +37.4% |
| YTD | +21.5% | -56.0% | +77.5% | +49.1% |
| 1Y | +34.5% | -54.6% | +89.1% | +62.9% |
| 3Y | +49.5% | -40.6% | +90.1% | +72.7% |
| All | +49.5% | -41.8% | +91.2% | +72.7% |
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