+393.1%
DXCM vs AKAM
+31.5%
+361.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.4% |
| 7D | -9.2% | +0.9% | -10.1% | -9.6% |
| 30D | -6.5% | -14.7% | +8.2% | -3.2% |
| 3M | -10.3% | -25.7% | +15.5% | -4.5% |
| 6M | +35.4% | -43.4% | +78.8% | +53.4% |
| YTD | +21.1% | -0.7% | +21.7% | +9.7% |
| 1Y | +38.2% | -4.3% | +42.6% | +26.8% |
| 3Y | -14.6% | -21.7% | +7.2% | -19.4% |
| 5Y | -49.6% | -20.7% | -28.9% | -53.2% |
| 10Y | +393.1% | +32.4% | +360.7% | +259.1% |
| All | +393.1% | +31.5% | +361.6% | +259.1% |
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