+640.3%
VEEV vs AWK
+353.9%
+286.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -0.6% | +1.7% | -2.3% | -1.1% |
| 30D | +28.8% | +5.6% | +23.3% | +26.6% |
| 3M | +54.0% | +15.9% | +38.2% | +47.0% |
| 6M | +46.0% | +4.6% | +41.4% | +43.3% |
| YTD | +23.2% | +10.1% | +13.2% | +18.6% |
| 1Y | +1.9% | +2.1% | -0.2% | +0.2% |
| 3Y | +27.0% | +9.8% | +17.2% | +19.1% |
| 5Y | -13.4% | -15.4% | +2.0% | -11.4% |
| 10Y | +575.2% | +129.4% | +445.8% | +429.4% |
| All | +640.3% | +353.9% | +286.4% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling