+1,082.4%
VRTX vs FIS
+224.7%
+857.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +1.2% |
| 7D | -0.4% | -29.4% | +29.0% | +11.6% |
| 30D | +8.0% | -16.7% | +24.7% | +13.2% |
| 3M | +11.0% | -33.0% | +44.0% | +26.3% |
| 6M | +28.2% | -33.3% | +61.5% | +45.2% |
| YTD | +21.5% | -56.0% | +77.5% | +60.8% |
| 1Y | +34.5% | -54.6% | +89.1% | +75.6% |
| 3Y | +49.5% | -40.6% | +90.1% | +72.2% |
| 5Y | +188.3% | -71.9% | +260.2% | +323.9% |
| 10Y | +493.1% | -55.3% | +548.4% | +575.2% |
| All | +1,082.4% | +224.7% | +857.6% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling