+2,008.0%
VRTX vs AWK
+1,037.8%
+970.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +7.9% | +15.5% | -7.6% | +2.4% |
| 3M | +3.3% | +10.0% | -6.7% | -0.4% |
| 6M | +25.7% | +20.4% | +5.3% | +17.3% |
| YTD | +20.7% | +17.1% | +3.6% | +13.1% |
| 1Y | +27.4% | +18.3% | +9.2% | +19.0% |
| 3Y | +46.4% | +30.4% | +16.0% | +29.7% |
| 5Y | +194.3% | -2.7% | +197.0% | +187.0% |
| 10Y | +494.6% | +154.7% | +339.9% | +280.6% |
| All | +2,008.0% | +1,037.8% | +970.2% | +579.1% |
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 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