+172.0%
AXON vs NVS
+92.9%
+79.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.0% | -14.3% | +7.2% | -4.8% |
| 30D | -20.1% | -10.0% | -10.1% | -18.8% |
| 3M | +7.4% | -10.9% | +18.3% | +9.3% |
| 6M | -7.4% | -12.0% | +4.6% | -5.7% |
| YTD | -15.6% | +2.5% | -18.1% | -16.8% |
| 1Y | -36.2% | +10.7% | -46.9% | -38.2% |
| 3Y | +124.8% | +53.3% | +71.5% | +93.1% |
| All | +172.0% | +92.9% | +79.0% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling