+81.0%
BSX vs AKAM
+103.9%
-22.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | +1.5% | -11.6% | -10.3% |
| 30D | -16.4% | -13.0% | -3.4% | -14.4% |
| 3M | -8.9% | -19.4% | +10.5% | -5.8% |
| 6M | -38.3% | +0.3% | -38.6% | -40.4% |
| YTD | -54.9% | +22.4% | -77.3% | -59.0% |
| 1Y | -58.8% | +34.8% | -93.6% | -63.6% |
| 3Y | -21.2% | +1.9% | -23.2% | -27.5% |
| 5Y | -3.3% | -4.6% | +1.3% | -10.6% |
| All | +81.0% | +103.9% | -22.9% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling