-36.2%
AXON vs REGN
+41.3%
-77.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -7.0% | -5.6% | -1.5% | -6.7% |
| 30D | -20.1% | -2.0% | -18.1% | -19.9% |
| 3M | +7.4% | +28.0% | -20.5% | +6.9% |
| 6M | -7.4% | +1.2% | -8.5% | -7.7% |
| YTD | -15.6% | +1.6% | -17.2% | -15.9% |
| 1Y | -36.2% | +38.2% | -74.4% | -33.7% |
| All | -36.2% | +41.3% | -77.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling