-31.8%
AXON vs GSK
+26.4%
-58.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -2.2% |
| 7D | -2.5% | -4.2% | +1.7% | -2.8% |
| 30D | -11.5% | -7.5% | -4.0% | -12.1% |
| 3M | +7.3% | -3.3% | +10.6% | +7.4% |
| 6M | -11.9% | -9.3% | -2.6% | -12.6% |
| YTD | -11.0% | +1.6% | -12.6% | -12.3% |
| 1Y | -31.8% | +25.5% | -57.2% | -32.8% |
| All | -31.8% | +26.4% | -58.2% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling