-13.8%
VEEV vs AWK
-17.3%
+3.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -8.2% | -0.7% | -7.5% | -8.0% |
| 30D | +10.3% | +2.8% | +7.5% | +9.5% |
| 3M | +59.4% | +11.3% | +48.1% | +55.0% |
| 6M | +37.6% | +6.7% | +30.9% | +34.8% |
| YTD | +16.9% | +9.4% | +7.5% | +13.5% |
| 1Y | -5.0% | +3.7% | -8.7% | -6.4% |
| 3Y | +18.5% | +9.2% | +9.2% | +12.0% |
| 5Y | -13.8% | -15.7% | +1.9% | -14.8% |
| All | -13.8% | -17.3% | +3.4% | -14.8% |
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