+77.2%
AXON vs GSK
+43.2%
+34.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.2% | -18.0% | -18.2% |
| 7D | -26.8% | +1.7% | -28.5% | -26.9% |
| 30D | -22.9% | +7.0% | -29.9% | -23.0% |
| 3M | -40.1% | -2.7% | -37.4% | -40.1% |
| 6M | -18.9% | +1.4% | -20.3% | -18.9% |
| YTD | -44.9% | +5.3% | -50.2% | -45.1% |
| 1Y | -46.7% | +10.6% | -57.3% | -47.0% |
| 3Y | +44.3% | +62.6% | -18.3% | +37.8% |
| All | +77.2% | +43.2% | +34.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling