+36.3%
AKAM vs TEVA
+93.8%
-57.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -13.9% | +4.7% | -18.7% | -14.0% |
| 3M | -33.8% | +5.6% | -39.4% | -33.7% |
| 6M | +2.2% | +10.5% | -8.3% | +1.5% |
| YTD | +20.6% | +16.5% | +4.1% | +19.2% |
| 1Y | +36.3% | +96.8% | -60.4% | +31.5% |
| All | +36.3% | +93.8% | -57.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling