+44.3%
AXON vs GEHC
+15.6%
+28.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.6% | -16.5% | -17.8% |
| 7D | -26.8% | +7.6% | -34.4% | -27.9% |
| 30D | -22.9% | +27.5% | -50.4% | -26.7% |
| 3M | -40.1% | +17.2% | -57.3% | -42.0% |
| 6M | -18.9% | +33.6% | -52.5% | -23.7% |
| YTD | -44.9% | +0.6% | -45.5% | -45.5% |
| 1Y | -46.7% | +11.3% | -58.0% | -48.4% |
| 3Y | +44.3% | +16.5% | +27.8% | +30.0% |
| All | +44.3% | +15.6% | +28.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling