+1,046.6%
AXON vs BMRN
-37.6%
+1,084.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +0.8% | +2.1% | -1.4% | +0.2% |
| 30D | -22.8% | +3.8% | -26.6% | -23.5% |
| 3M | -48.8% | -16.5% | -32.3% | -46.0% |
| 6M | -16.3% | +6.9% | -23.2% | -18.1% |
| YTD | -44.5% | -3.7% | -40.8% | -44.3% |
| 1Y | -43.4% | +5.6% | -49.0% | -45.0% |
| 3Y | +44.3% | -31.4% | +75.6% | +54.6% |
| 5Y | +85.1% | -30.0% | +115.1% | +93.8% |
| All | +1,046.6% | -37.6% | +1,084.2% | +986.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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