+139.3%
BMY vs AKAM
-4.0%
+143.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | 0.0% | -4.5% | +4.4% | +0.2% |
| 3M | +17.7% | -25.6% | +43.3% | +19.9% |
| 6M | +9.6% | +5.7% | +3.9% | +8.2% |
| YTD | +24.0% | +21.0% | +2.9% | +21.0% |
| 1Y | +45.1% | +33.9% | +11.2% | +40.5% |
| 3Y | +22.5% | +0.9% | +21.6% | +20.1% |
| 5Y | +22.3% | -6.9% | +29.2% | +20.0% |
| 10Y | +62.0% | +97.4% | -35.4% | +49.7% |
| All | +139.3% | -4.0% | +143.3% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AKAM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling