+101.1%
AKAM vs VEEV
+556.2%
-455.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +1.5% | -4.6% | +6.1% | +2.7% |
| 30D | -13.0% | +8.6% | -21.7% | -15.2% |
| 3M | -19.4% | +62.4% | -81.8% | -30.0% |
| 6M | +0.3% | +40.3% | -40.0% | -9.9% |
| YTD | +22.4% | +17.5% | +4.8% | +15.2% |
| 1Y | +34.8% | -6.1% | +40.9% | +34.6% |
| 3Y | +1.9% | +16.7% | -14.7% | -6.7% |
| 5Y | -4.6% | -13.3% | +8.8% | -7.8% |
| All | +101.1% | +556.2% | -455.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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