+1,236.2%
VRTX vs SSNC
+1,082.2%
+154.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.7% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +12.6% | +6.0% | +6.6% | +10.4% |
| 3M | +23.6% | +21.0% | +2.7% | +15.3% |
| 6M | +14.3% | +12.1% | +2.2% | +9.1% |
| YTD | +20.5% | -3.2% | +23.7% | +20.6% |
| 1Y | +37.6% | -4.4% | +41.9% | +38.1% |
| 3Y | +55.5% | +51.6% | +3.9% | +30.6% |
| 5Y | +175.7% | +21.1% | +154.7% | +146.3% |
| 10Y | +474.2% | +177.7% | +296.5% | +254.9% |
| All | +1,236.2% | +1,082.2% | +154.0% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling