+77.2%
AXON vs GEHC
+34.3%
+43.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.6% |
| 7D | -28.7% | +5.6% | -34.4% | -29.4% |
| 30D | -28.3% | +27.9% | -56.2% | -31.7% |
| 3M | -46.9% | +17.1% | -64.1% | -48.5% |
| 6M | -24.9% | +32.5% | -57.4% | -29.0% |
| YTD | -46.6% | +2.7% | -49.3% | -47.4% |
| 1Y | -49.7% | +15.3% | -64.9% | -51.5% |
| 3Y | +40.6% | +23.7% | +16.9% | +29.1% |
| All | +77.2% | +34.3% | +43.0% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling