-44.9%
AXON vs EXEL
+70.6%
-115.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -25.6% | -2.8% | -22.8% | -25.2% |
| 30D | -23.9% | +18.2% | -42.1% | -25.7% |
| 3M | -50.4% | +37.7% | -88.2% | -52.9% |
| 6M | -20.0% | +42.2% | -62.2% | -22.4% |
| YTD | -44.5% | +61.3% | -105.8% | -46.9% |
| 1Y | -44.9% | +64.5% | -109.4% | -47.8% |
| All | -44.9% | +70.6% | -115.4% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling