+1,240.6%
VRTX vs SSNC
+1,013.9%
+226.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +3.2% | -2.5% | +5.8% | +4.1% |
| 30D | +7.4% | -2.7% | +10.1% | +8.3% |
| 3M | +4.6% | -0.8% | +5.4% | +4.7% |
| 6M | +27.5% | +15.5% | +12.0% | +20.4% |
| YTD | +20.9% | -8.8% | +29.7% | +23.2% |
| 1Y | +30.1% | -5.8% | +35.9% | +31.1% |
| 3Y | +46.6% | +55.7% | -9.1% | +21.7% |
| 5Y | +191.6% | +6.7% | +184.9% | +172.2% |
| 10Y | +474.5% | +184.0% | +290.5% | +251.2% |
| All | +1,240.6% | +1,013.9% | +226.6% | +410.3% |
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