+327.0%
BSX vs AKAM
-2.6%
+329.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 3M | -10.8% | -17.6% | +6.7% | -9.5% |
| 6M | -38.4% | +2.5% | -40.9% | -39.4% |
| YTD | -54.8% | +22.8% | -77.6% | -56.5% |
| 1Y | -59.0% | +39.6% | -98.6% | -61.1% |
| 3Y | -20.0% | +2.3% | -22.3% | -22.5% |
| 5Y | -3.1% | -4.3% | +1.2% | -5.8% |
| 10Y | +83.3% | +104.1% | -20.7% | +64.6% |
| All | +327.0% | -2.6% | +329.6% | +208.2% |
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