+1.9%
AKAM vs TEVA
+280.8%
-278.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.6% |
| 7D | +1.5% | +2.0% | -0.5% | +1.2% |
| 30D | -13.0% | +1.0% | -14.0% | -13.2% |
| 3M | -19.4% | +7.3% | -26.7% | -20.2% |
| 6M | +0.3% | +21.7% | -21.4% | -2.7% |
| YTD | +22.4% | +18.8% | +3.6% | +18.9% |
| 1Y | +34.8% | +86.5% | -51.6% | +21.8% |
| 3Y | +1.9% | +269.4% | -267.5% | -17.0% |
| All | +1.9% | +280.8% | -278.9% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling