+129.9%
MRK vs AKAM
-5.1%
+135.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | +1.5% | -5.7% | -4.3% |
| 30D | +8.3% | -13.0% | +21.3% | +9.0% |
| 3M | +20.0% | -19.4% | +39.4% | +21.3% |
| 6M | +25.7% | +0.3% | +25.4% | +24.2% |
| YTD | +38.7% | +22.4% | +16.3% | +34.1% |
| 1Y | +74.7% | +34.8% | +39.8% | +67.2% |
| 3Y | +45.4% | +1.9% | +43.4% | +39.3% |
| All | +129.9% | -5.1% | +135.0% | +124.5% |
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