-17.6%
BSX vs AWK
+9.9%
-27.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.0% | +0.6% | -7.7% | -7.1% |
| 30D | -10.9% | +4.3% | -15.2% | -11.4% |
| 3M | -8.2% | +12.5% | -20.7% | -9.6% |
| 6M | -37.5% | +3.3% | -40.8% | -37.9% |
| YTD | -52.8% | +9.8% | -62.6% | -53.6% |
| 1Y | -58.4% | +2.9% | -61.3% | -58.8% |
| All | -17.6% | +9.9% | -27.4% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling