+1,016.4%
AXON vs EXEL
+325.9%
+690.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -19.7% | +1.6% | -21.4% | -20.1% |
| 30D | -25.7% | +17.4% | -43.1% | -28.2% |
| 3M | -48.8% | +38.6% | -87.4% | -52.3% |
| 6M | -22.0% | +41.2% | -63.2% | -27.5% |
| YTD | -45.9% | +59.3% | -105.3% | -51.4% |
| 1Y | -46.1% | +60.2% | -106.3% | -51.6% |
| 3Y | +40.9% | +232.6% | -191.7% | +4.0% |
| 5Y | +80.2% | +285.9% | -205.6% | +27.0% |
| All | +1,016.4% | +325.9% | +690.5% | +634.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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