+543.1%
VEEV vs AWK
+132.0%
+411.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.1% |
| 7D | -4.6% | -2.1% | -2.5% | -3.9% |
| 30D | +8.6% | +2.1% | +6.6% | +7.9% |
| 3M | +62.4% | +11.4% | +51.1% | +56.7% |
| 6M | +40.3% | +3.9% | +36.3% | +37.8% |
| YTD | +17.5% | +7.7% | +9.9% | +13.7% |
| 1Y | -6.1% | +1.3% | -7.4% | -7.5% |
| 3Y | +16.7% | +7.2% | +9.5% | +9.8% |
| 5Y | -13.3% | -17.0% | +3.7% | -10.4% |
| All | +543.1% | +132.0% | +411.1% | +404.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling