-2.8%
BSX vs AWK
-17.6%
+14.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.1% |
| 7D | -10.1% | -2.1% | -7.9% | -9.6% |
| 30D | -16.4% | +2.1% | -18.5% | -16.9% |
| 3M | -8.9% | +11.4% | -20.3% | -11.4% |
| 6M | -38.3% | +3.9% | -42.2% | -39.1% |
| YTD | -54.9% | +7.7% | -62.6% | -56.0% |
| 1Y | -58.8% | +1.3% | -60.1% | -59.2% |
| 3Y | -21.2% | +7.2% | -28.4% | -24.4% |
| All | -2.8% | -17.6% | +14.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling