+1,046.6%
AXON vs EXEL
+320.7%
+725.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -22.8% | +13.1% | -35.9% | -24.8% |
| 3M | -48.8% | +36.3% | -85.1% | -52.1% |
| 6M | -16.3% | +34.5% | -50.8% | -21.4% |
| YTD | -44.5% | +57.4% | -101.9% | -50.0% |
| 1Y | -43.4% | +62.9% | -106.3% | -49.4% |
| 3Y | +44.3% | +229.5% | -185.3% | +6.7% |
| 5Y | +85.1% | +281.2% | -196.1% | +30.8% |
| All | +1,046.6% | +320.7% | +725.9% | +656.5% |
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