-41.2%
AKAM vs GSK
+186.9%
-228.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.6% |
| 7D | +2.8% | +1.1% | +1.6% | +2.2% |
| 30D | -6.9% | +6.3% | -13.2% | -9.5% |
| 3M | -31.8% | +1.8% | -33.7% | -32.8% |
| 6M | -47.0% | +1.7% | -48.7% | -48.2% |
| YTD | -2.1% | +6.5% | -8.7% | -7.3% |
| 1Y | -3.7% | +9.5% | -13.2% | -10.0% |
| 3Y | -23.0% | +65.3% | -88.4% | -42.5% |
| 5Y | -23.4% | +43.7% | -67.1% | -40.3% |
| 10Y | +30.5% | +104.1% | -73.6% | -17.6% |
| All | -41.2% | +186.9% | -228.1% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling