+124.8%
AXON vs TEVA
+280.8%
-156.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -7.0% | +2.0% | -9.1% | -7.1% |
| 30D | -20.1% | +1.0% | -21.0% | -20.1% |
| 3M | +7.4% | +7.3% | +0.1% | +7.0% |
| 6M | -7.4% | +21.7% | -29.1% | -8.3% |
| YTD | -15.6% | +18.8% | -34.4% | -16.5% |
| 1Y | -36.2% | +86.5% | -122.7% | -37.9% |
| 3Y | +124.8% | +269.4% | -144.6% | +90.3% |
| All | +124.8% | +280.8% | -156.0% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling