+1,846.0%
AXON vs NVS
+177.6%
+1,668.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -3.3% | -15.4% | +12.0% | +2.1% |
| 30D | -17.8% | -12.3% | -5.5% | -14.4% |
| 3M | +8.3% | -7.8% | +16.1% | +10.4% |
| 6M | -12.4% | -13.0% | +0.6% | -8.9% |
| YTD | -13.7% | +2.8% | -16.5% | -16.2% |
| 1Y | -33.1% | +10.6% | -43.7% | -37.2% |
| 3Y | +128.2% | +55.1% | +73.1% | +79.0% |
| 5Y | +170.5% | +91.7% | +78.8% | +86.8% |
| 10Y | +1,846.0% | +181.2% | +1,664.8% | +1,118.1% |
| All | +1,846.0% | +177.6% | +1,668.4% | +1,118.1% |
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