+16.0%
VEEV vs AWK
+9.5%
+6.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -8.2% | -0.7% | -7.5% | -8.2% |
| 30D | +10.3% | +2.8% | +7.5% | +10.1% |
| 3M | +59.4% | +11.3% | +48.1% | +58.4% |
| 6M | +37.6% | +6.7% | +30.9% | +36.9% |
| YTD | +16.9% | +9.4% | +7.5% | +16.1% |
| 1Y | -5.0% | +3.7% | -8.7% | -5.0% |
| All | +16.0% | +9.5% | +6.6% | +13.9% |
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