+109,776.1%
AXON vs TEVA
+199.9%
+109,576.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | -11.5% | +4.0% | -15.4% | -12.4% |
| 3M | +7.3% | +10.5% | -3.2% | +4.2% |
| 6M | -11.9% | +18.4% | -30.3% | -16.4% |
| YTD | -11.0% | +17.8% | -28.8% | -15.7% |
| 1Y | -31.8% | +90.5% | -122.2% | -44.1% |
| 3Y | +135.4% | +282.1% | -146.7% | +48.7% |
| 5Y | +176.9% | +291.9% | -115.0% | +67.0% |
| 10Y | +1,854.5% | -24.9% | +1,879.3% | +1,621.1% |
| All | +109,776.1% | +199.9% | +109,576.2% | +71,104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling