+19.4%
AKAM vs REGN
+45.3%
-25.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | -12.4% | +14.4% | -26.8% | -14.1% |
| 30D | -20.4% | +28.1% | -48.5% | -24.2% |
| 3M | -30.3% | +22.5% | -52.8% | -32.9% |
| 6M | -18.8% | +31.6% | -50.3% | -23.0% |
| YTD | -1.5% | +21.0% | -22.6% | -4.4% |
| 1Y | +19.4% | +49.0% | -29.6% | +5.8% |
| All | +19.4% | +45.3% | -25.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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