+263.3%
DXCM vs AKAM
+104.5%
+158.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +1.6% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | -5.6% | -8.2% | +2.6% | -3.7% |
| 3M | +13.0% | -17.6% | +30.6% | +17.9% |
| 6M | +24.7% | +2.5% | +22.1% | +17.4% |
| YTD | +27.3% | +22.8% | +4.5% | +11.2% |
| 1Y | +11.2% | +39.6% | -28.4% | -8.1% |
| 3Y | -19.0% | +2.3% | -21.4% | -28.1% |
| 5Y | -38.5% | -4.3% | -34.2% | -44.5% |
| All | +263.3% | +104.5% | +158.8% | +158.0% |
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