+2.3%
AKAM vs VEEV
+18.3%
-16.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | +0.6% | -8.2% | +8.8% | +2.0% |
| 30D | -8.2% | +10.3% | -18.5% | -9.9% |
| 3M | -17.6% | +59.4% | -76.9% | -24.9% |
| 6M | +2.5% | +37.6% | -35.1% | -4.2% |
| YTD | +22.8% | +16.9% | +5.9% | +18.7% |
| 1Y | +39.6% | -5.0% | +44.5% | +40.7% |
| All | +2.3% | +18.3% | -16.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling