+1,060.5%
AXON vs GSK
+102.0%
+958.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -25.6% | -1.1% | -24.6% | -25.5% |
| 30D | -23.9% | +7.8% | -31.7% | -24.9% |
| 3M | -50.4% | +0.3% | -50.7% | -50.5% |
| 6M | -20.0% | +3.4% | -23.5% | -20.7% |
| YTD | -44.5% | +5.9% | -50.4% | -45.6% |
| 1Y | -44.9% | +8.2% | -53.1% | -46.2% |
| 3Y | +44.7% | +65.3% | -20.5% | +24.0% |
| 5Y | +86.7% | +43.3% | +43.4% | +65.2% |
| 10Y | +1,060.5% | +102.9% | +957.6% | +859.4% |
| All | +1,060.5% | +102.0% | +958.5% | +859.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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