+147.2%
BMY vs AKAM
-4.3%
+151.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.4% | -2.1% | +2.5% | +0.5% |
| 30D | +5.0% | -13.9% | +19.0% | +6.0% |
| 3M | +19.4% | -33.8% | +53.2% | +22.5% |
| 6M | +9.5% | +2.2% | +7.4% | +8.4% |
| YTD | +28.1% | +20.6% | +7.5% | +25.0% |
| 1Y | +50.0% | +36.3% | +13.7% | +45.0% |
| 3Y | +24.1% | -0.1% | +24.2% | +21.7% |
| 5Y | +25.0% | -7.5% | +32.5% | +22.7% |
| 10Y | +68.7% | +90.2% | -21.5% | +56.3% |
| All | +147.2% | -4.3% | +151.6% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling