+86.7%
AXON vs BDX
+24.6%
+62.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -25.6% | +2.5% | -28.2% | -26.1% |
| 30D | -23.9% | +13.6% | -37.5% | -26.1% |
| 3M | -50.4% | +18.9% | -69.4% | -52.4% |
| 6M | -20.0% | +51.8% | -71.8% | -27.8% |
| YTD | -44.5% | +43.3% | -87.8% | -49.3% |
| 1Y | -44.9% | +48.0% | -92.8% | -50.0% |
| 3Y | +44.7% | +23.7% | +21.1% | +35.1% |
| 5Y | +86.7% | +24.9% | +61.8% | +81.2% |
| All | +86.7% | +24.6% | +62.1% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling