+36.3%
DXCM vs AKAM
-3.8%
+40.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -3.6% | +11.2% | -14.8% | -3.6% |
| 30D | -4.3% | -13.4% | +9.1% | -4.2% |
| 3M | -10.4% | -29.5% | +19.1% | -10.1% |
| 6M | +33.1% | -42.1% | +75.2% | +33.3% |
| YTD | +22.6% | -0.8% | +23.4% | +16.8% |
| All | +36.3% | -3.8% | +40.1% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling