+406.5%
MRK vs AKAM
+0.7%
+405.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.9% |
| 7D | -2.7% | +5.4% | -8.1% | -3.0% |
| 30D | +12.7% | -5.9% | +18.6% | +13.0% |
| 3M | +24.2% | -19.6% | +43.9% | +25.5% |
| 6M | +27.8% | +8.5% | +19.4% | +26.2% |
| YTD | +42.2% | +26.9% | +15.3% | +38.8% |
| 1Y | +80.2% | +41.7% | +38.5% | +74.6% |
| 3Y | +48.4% | +5.8% | +42.6% | +45.3% |
| 5Y | +133.6% | -2.3% | +135.9% | +128.9% |
| 10Y | +236.2% | +111.0% | +125.3% | +213.1% |
| All | +406.5% | +0.7% | +405.8% | +273.7% |
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 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