+177.1%
VRTX vs XEL
+29.4%
+147.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -6.4% | +0.9% | -7.3% | -6.6% |
| 30D | -0.5% | -0.9% | +0.4% | -0.4% |
| 3M | +16.9% | -1.4% | +18.3% | +17.3% |
| 6M | +13.1% | -5.8% | +18.9% | +14.6% |
| YTD | +14.9% | +4.7% | +10.2% | +13.3% |
| 1Y | +31.4% | +9.1% | +22.4% | +27.8% |
| 3Y | +51.9% | +47.8% | +4.1% | +35.1% |
| 5Y | +177.1% | +29.0% | +148.0% | +156.5% |
| All | +177.1% | +29.4% | +147.6% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling