-2.5%
BSX vs AKAM
-4.8%
+2.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -3.8% |
| 7D | -8.2% | +0.6% | -8.8% | -8.3% |
| 30D | -15.8% | -8.2% | -7.6% | -15.1% |
| 3M | -10.8% | -17.6% | +6.7% | -9.3% |
| 6M | -38.4% | +2.5% | -40.9% | -40.0% |
| YTD | -54.8% | +22.8% | -77.6% | -57.8% |
| 1Y | -59.0% | +39.6% | -98.6% | -62.9% |
| 3Y | -20.0% | +2.3% | -22.3% | -25.1% |
| All | -2.5% | -4.8% | +2.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling