+191.6%
VRTX vs SSNC
+6.8%
+184.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +3.2% | -2.5% | +5.8% | +3.9% |
| 30D | +7.4% | -2.7% | +10.1% | +8.1% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | +27.5% | +15.5% | +12.0% | +22.5% |
| YTD | +20.9% | -8.8% | +29.7% | +23.1% |
| 1Y | +30.1% | -5.8% | +35.9% | +31.3% |
| 3Y | +46.6% | +55.7% | -9.1% | +26.8% |
| 5Y | +191.6% | +6.7% | +184.9% | +181.4% |
| All | +191.6% | +6.8% | +184.7% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 5y: compounded portfolio wealth divided by compounded SSNC 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…
5y analysis · Full analysis span regression · 6 months rolling