-15.8%
DXCM vs AKAM
+1.2%
-16.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -3.2% | -2.1% | -1.1% | -3.0% |
| 30D | +6.3% | -13.9% | +20.3% | +7.6% |
| 3M | +21.1% | -33.8% | +54.9% | +25.3% |
| 6M | +20.6% | +2.2% | +18.4% | +17.3% |
| YTD | +32.4% | +20.6% | +11.8% | +24.6% |
| 1Y | +8.8% | +36.3% | -27.5% | +0.1% |
| All | -15.8% | +1.2% | -16.9% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling