+1,227.7%
VRTX vs SSNC
+1,021.7%
+206.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | +1.4% | -1.3% | -0.4% |
| 30D | +11.8% | -2.6% | +14.5% | +12.7% |
| 3M | +3.2% | -0.6% | +3.8% | +3.2% |
| 6M | +21.0% | +19.9% | +1.2% | +12.9% |
| YTD | +19.7% | -8.2% | +27.9% | +21.8% |
| 1Y | +25.0% | -5.5% | +30.5% | +25.8% |
| 3Y | +45.2% | +56.8% | -11.6% | +20.3% |
| 5Y | +189.7% | +7.8% | +181.9% | +169.4% |
| 10Y | +489.8% | +183.3% | +306.5% | +261.0% |
| All | +1,227.7% | +1,021.7% | +206.0% | +404.2% |
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