-38.6%
DXCM vs AKAM
-6.8%
-31.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | -6.2% | -0.8% | -5.4% | -6.1% |
| 30D | -0.3% | -4.5% | +4.2% | +0.5% |
| 3M | +10.3% | -25.6% | +35.9% | +16.6% |
| 6M | +24.1% | +5.7% | +18.4% | +16.4% |
| YTD | +27.4% | +21.0% | +6.3% | +12.8% |
| 1Y | +8.4% | +33.9% | -25.5% | -7.9% |
| 3Y | -19.0% | +0.9% | -19.9% | -27.2% |
| 5Y | -38.6% | -6.9% | -31.7% | -39.7% |
| All | -38.6% | -6.8% | -31.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling