+384.5%
DXCM vs AKAM
+29.8%
+354.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | +4.9% | +2.8% | +2.2% | +4.1% |
| 30D | -0.2% | -6.9% | +6.7% | +1.0% |
| 3M | -8.9% | -31.8% | +22.9% | -0.8% |
| 6M | +42.3% | -47.0% | +89.3% | +64.6% |
| YTD | +25.6% | -2.1% | +27.7% | +14.1% |
| 1Y | +39.5% | -3.7% | +43.2% | +27.4% |
| 3Y | -15.3% | -23.0% | +7.8% | -19.7% |
| 5Y | -48.4% | -23.4% | -25.0% | -51.6% |
| All | +384.5% | +29.8% | +354.7% | +253.1% |
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