+11.2%
DXCM vs AKAM
+37.1%
-25.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +0.7% |
| 7D | -5.8% | +0.6% | -6.4% | -5.8% |
| 30D | -5.6% | -8.2% | +2.6% | -5.7% |
| 3M | +13.0% | -17.6% | +30.6% | +12.8% |
| 6M | +24.7% | +2.5% | +22.1% | +23.7% |
| YTD | +27.3% | +22.8% | +4.5% | +27.2% |
| 1Y | +11.2% | +39.6% | -28.4% | +16.4% |
| All | +11.2% | +37.1% | -25.9% | +16.4% |
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