+483.0%
AXGN vs SPY
+3,015.5%
-2,532.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.8% | -0.6% | +3.4% | +3.2% |
| 30D | +40.9% | -3.7% | +44.5% | +43.6% |
| 3M | +5.5% | -2.7% | +8.3% | +7.1% |
| 6M | +21.0% | +2.2% | +18.8% | +19.8% |
| YTD | +55.5% | +10.8% | +44.7% | +48.1% |
| 1Y | +112.0% | +11.2% | +100.8% | +101.6% |
| 3Y | +913.7% | +76.5% | +837.3% | +676.6% |
| 5Y | +293.6% | +72.9% | +220.6% | +209.0% |
| 10Y | +520.6% | +304.8% | +215.8% | +282.2% |
| All | +483.0% | +3,015.5% | -2,532.5% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling