+188.3%
VRTX vs AWK
-2.3%
+190.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.4% | +1.2% | -1.6% | -0.8% |
| 30D | +8.0% | +15.8% | -7.8% | +3.5% |
| 3M | +11.0% | +11.0% | 0.0% | +7.6% |
| 6M | +28.2% | +21.0% | +7.2% | +21.2% |
| YTD | +21.5% | +16.7% | +4.8% | +15.5% |
| 1Y | +34.5% | +17.2% | +17.4% | +27.7% |
| 3Y | +49.5% | +29.2% | +20.3% | +35.9% |
| 5Y | +188.3% | -2.3% | +190.6% | +174.3% |
| All | +188.3% | -2.3% | +190.6% | +174.3% |
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