+470.4%
VRTX vs AWK
+157.1%
+313.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +8.0% | +14.3% | -6.2% | +3.3% |
| 3M | +4.3% | +10.3% | -6.0% | +0.8% |
| 6M | +18.9% | +18.9% | -0.1% | +12.0% |
| YTD | +18.8% | +17.7% | +1.1% | +11.8% |
| 1Y | +24.0% | +16.9% | +7.1% | +16.9% |
| 3Y | +42.1% | +32.2% | +10.0% | +26.6% |
| 5Y | +187.6% | -2.2% | +189.7% | +181.1% |
| All | +470.4% | +157.1% | +313.4% | +297.0% |
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