+30.2%
VRTX vs XEL
+1.7%
+28.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.9% |
| 7D | +3.7% | +4.3% | -0.6% | +2.8% |
| 30D | +9.0% | +12.6% | -3.6% | +6.7% |
| 3M | +14.7% | +4.4% | +10.3% | +13.8% |
| 6M | +27.7% | +0.7% | +27.0% | +27.7% |
| YTD | +21.1% | +11.5% | +9.6% | +20.6% |
| 1Y | +30.2% | +1.7% | +28.5% | +34.0% |
| All | +30.2% | +1.7% | +28.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling