+113.8%
AKAM vs VEEV
+586.3%
-472.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.2% |
| 7D | +5.4% | -7.1% | +12.5% | +7.2% |
| 30D | -5.9% | +11.1% | -17.0% | -8.5% |
| 3M | -19.6% | +55.5% | -75.2% | -28.5% |
| 6M | +8.5% | +33.4% | -24.9% | -0.3% |
| YTD | +26.9% | +16.8% | +10.1% | +20.3% |
| 1Y | +41.7% | -7.7% | +49.4% | +42.0% |
| 3Y | +5.8% | +18.4% | -12.6% | -2.6% |
| 5Y | -2.3% | -14.8% | +12.5% | -5.5% |
| 10Y | +111.0% | +546.5% | -435.6% | +25.9% |
| All | +113.8% | +586.3% | -472.6% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling