+166.3%
AXON vs TEVA
+290.4%
-124.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -11.0% | -0.7% | -10.3% | -10.9% |
| 30D | -24.7% | -0.4% | -24.4% | -24.7% |
| 3M | +7.0% | +8.2% | -1.3% | +5.5% |
| 6M | -9.6% | +15.3% | -25.0% | -12.2% |
| YTD | -15.7% | +16.5% | -32.2% | -18.4% |
| 1Y | -35.9% | +85.7% | -121.7% | -43.3% |
| 3Y | +123.0% | +277.9% | -154.8% | +55.5% |
| 5Y | +166.3% | +295.5% | -129.2% | +70.0% |
| All | +166.3% | +290.4% | -124.1% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling