+176.4%
VRTX vs AWK
-15.0%
+191.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | -3.4% | +2.2% | -5.6% | -4.0% |
| 30D | +6.6% | +4.4% | +2.2% | +5.3% |
| 3M | +19.4% | +15.4% | +4.0% | +14.8% |
| 6M | +15.8% | +3.5% | +12.3% | +14.4% |
| YTD | +16.7% | +9.8% | +6.9% | +13.2% |
| 1Y | +33.8% | +3.0% | +30.8% | +32.0% |
| 3Y | +54.2% | +9.7% | +44.5% | +48.4% |
| 5Y | +176.4% | -17.2% | +193.5% | +162.1% |
| All | +176.4% | -15.0% | +191.4% | +162.1% |
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