+1,787.9%
AXON vs TEVA
-22.9%
+1,810.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -7.0% | +2.0% | -9.1% | -7.4% |
| 30D | -20.1% | +1.0% | -21.0% | -20.2% |
| 3M | +7.4% | +7.3% | +0.1% | +5.8% |
| 6M | -7.4% | +21.7% | -29.1% | -11.2% |
| YTD | -15.6% | +18.8% | -34.4% | -19.0% |
| 1Y | -36.2% | +86.5% | -122.7% | -44.4% |
| 3Y | +124.8% | +269.4% | -144.6% | +61.9% |
| 5Y | +166.6% | +303.6% | -137.0% | +83.0% |
| All | +1,787.9% | -22.9% | +1,810.8% | +1,236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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