+548.0%
AXGN vs SPY
+308.5%
+239.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.1% |
| 7D | +13.6% | +3.3% | +10.4% | +9.5% |
| 30D | +53.2% | -2.7% | +55.9% | +58.7% |
| 3M | +11.5% | -1.7% | +13.3% | +14.1% |
| 6M | +35.4% | +3.1% | +32.3% | +30.2% |
| YTD | +69.3% | +11.9% | +57.4% | +47.5% |
| 1Y | +130.0% | +12.0% | +118.0% | +99.9% |
| 3Y | +1,003.6% | +78.2% | +925.4% | +426.5% |
| 5Y | +355.2% | +73.2% | +282.0% | +131.0% |
| All | +548.0% | +308.5% | +239.5% | +33.9% |
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