+1,060.5%
AXON vs NVS
+249.7%
+810.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | -25.6% | -2.8% | -22.8% | -24.9% |
| 30D | -23.9% | +11.5% | -35.3% | -26.7% |
| 3M | -50.4% | +3.7% | -54.1% | -51.3% |
| 6M | -20.0% | +10.4% | -30.4% | -23.7% |
| YTD | -44.5% | +19.8% | -64.3% | -48.9% |
| 1Y | -44.9% | +26.6% | -71.5% | -50.4% |
| 3Y | +44.7% | +90.1% | -45.4% | +4.9% |
| 5Y | +86.7% | +133.4% | -46.7% | +19.5% |
| 10Y | +1,060.5% | +251.0% | +809.5% | +590.7% |
| All | +1,060.5% | +249.7% | +810.8% | +590.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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