+456.3%
VRTX vs AWK
+128.1%
+328.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -0.5% | +4.3% | -4.8% | -1.9% |
| 3M | +16.9% | +12.5% | +4.4% | +12.4% |
| 6M | +13.1% | +3.3% | +9.8% | +11.4% |
| YTD | +14.9% | +9.8% | +5.2% | +10.8% |
| 1Y | +31.4% | +2.9% | +28.5% | +29.2% |
| 3Y | +51.9% | +9.6% | +42.3% | +44.3% |
| 5Y | +177.1% | -16.7% | +193.7% | +186.1% |
| 10Y | +456.3% | +136.1% | +320.2% | +302.8% |
| All | +456.3% | +128.1% | +328.2% | +302.8% |
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 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