+135.4%
AXON vs NVS
+55.0%
+80.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.9% | +11.9% | -1.6% |
| 7D | -2.5% | -14.6% | +12.1% | -2.1% |
| 30D | -11.5% | -11.9% | +0.4% | -11.0% |
| 3M | +7.3% | -6.0% | +13.3% | +7.8% |
| 6M | -11.9% | -11.4% | -0.6% | -11.5% |
| YTD | -11.0% | +2.9% | -13.9% | -10.8% |
| 1Y | -31.8% | +10.2% | -42.0% | -31.5% |
| 3Y | +135.4% | +55.3% | +80.1% | +123.5% |
| All | +135.4% | +55.0% | +80.4% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling