+1,786.0%
AXON vs BDX
+58.0%
+1,728.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -11.0% | -5.4% | -5.6% | -9.6% |
| 30D | -24.7% | -2.2% | -22.6% | -24.2% |
| 3M | +7.0% | +20.1% | -13.1% | +1.2% |
| 6M | -9.6% | +9.1% | -18.7% | -12.1% |
| YTD | -15.7% | +17.9% | -33.6% | -20.0% |
| 1Y | -35.9% | +22.1% | -58.0% | -39.9% |
| 3Y | +123.0% | -10.5% | +133.6% | +126.3% |
| 5Y | +166.3% | -2.6% | +168.9% | +159.9% |
| All | +1,786.0% | +58.0% | +1,728.0% | +1,569.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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