+201.5%
AXON vs GEHC
+10.0%
+191.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -3.9% |
| 7D | -14.2% | -4.0% | -10.2% | -13.4% |
| 30D | -15.4% | -2.0% | -13.4% | -14.9% |
| 3M | +0.5% | +8.0% | -7.5% | -1.0% |
| 6M | -9.5% | -12.8% | +3.3% | -7.6% |
| YTD | -9.2% | -15.9% | +6.7% | -6.9% |
| 1Y | -29.4% | -6.9% | -22.5% | -29.1% |
| 3Y | +139.4% | 0.0% | +139.5% | +128.9% |
| All | +201.5% | +10.0% | +191.5% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling