+44.3%
AXON vs GSK
+65.8%
-21.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +0.8% | +1.1% | -0.4% | +0.8% |
| 30D | -22.8% | +6.3% | -29.1% | -22.5% |
| 3M | -48.8% | +1.8% | -50.6% | -48.7% |
| 6M | -16.3% | +1.7% | -17.9% | -16.1% |
| YTD | -44.5% | +6.5% | -51.0% | -44.2% |
| 1Y | -43.4% | +9.5% | -52.9% | -43.1% |
| 3Y | +44.3% | +65.3% | -21.0% | +42.5% |
| All | +44.3% | +65.8% | -21.6% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling