+5.7%
AKAM vs GSK
+48.7%
-43.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +5.4% | -3.6% | +9.0% | +5.7% |
| 30D | -5.9% | -5.9% | +0.1% | -5.4% |
| 3M | -19.6% | -4.3% | -15.4% | -19.6% |
| 6M | +8.5% | -10.8% | +19.3% | +9.7% |
| YTD | +26.9% | +1.8% | +25.1% | +24.7% |
| 1Y | +41.7% | +23.5% | +18.2% | +32.9% |
| All | +5.7% | +48.7% | -43.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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