+195.5%
AXON vs GEHC
+6.6%
+188.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -2.5% | -5.2% | +2.7% | -1.4% |
| 30D | -11.5% | -7.0% | -4.5% | -10.1% |
| 3M | +7.3% | +3.3% | +4.0% | +6.6% |
| 6M | -11.9% | -10.0% | -2.0% | -10.4% |
| YTD | -11.0% | -18.5% | +7.5% | -8.2% |
| 1Y | -31.8% | -14.4% | -17.4% | -30.3% |
| 3Y | +135.4% | +3.4% | +132.0% | +124.9% |
| All | +195.5% | +6.6% | +188.8% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GEHC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling