+931.0%
JNJ vs AKAM
-4.0%
+934.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +4.3% | -4.5% | +8.8% | +4.5% |
| 3M | +16.5% | -25.6% | +42.1% | +17.8% |
| 6M | +13.1% | +5.7% | +7.4% | +12.2% |
| YTD | +32.1% | +21.0% | +11.1% | +30.1% |
| 1Y | +54.5% | +33.9% | +20.6% | +51.3% |
| 3Y | +82.5% | +0.9% | +81.6% | +80.1% |
| 5Y | +80.0% | -6.9% | +86.9% | +77.7% |
| 10Y | +195.7% | +97.4% | +98.2% | +182.3% |
| All | +931.0% | -4.0% | +934.9% | +742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling