+554.2%
AXGN vs SPY
+307.0%
+247.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.4% |
| 7D | +11.8% | +2.6% | +9.2% | +8.6% |
| 30D | +59.2% | -2.0% | +61.1% | +63.5% |
| 3M | +16.4% | -2.8% | +19.2% | +20.7% |
| 6M | +38.8% | +2.1% | +36.7% | +35.1% |
| YTD | +70.9% | +11.5% | +59.4% | +49.6% |
| 1Y | +132.7% | +13.5% | +119.2% | +99.1% |
| 3Y | +986.0% | +77.7% | +908.3% | +419.7% |
| 5Y | +359.6% | +72.6% | +287.0% | +134.2% |
| All | +554.2% | +307.0% | +247.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling