+1,472.1%
AXTI vs NVS
+179.5%
+1,292.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.1% | -14.3% | +19.3% | +8.5% |
| 30D | -17.5% | -10.0% | -7.5% | -16.6% |
| 3M | -26.7% | -10.9% | -15.8% | -26.4% |
| 6M | +36.8% | -12.0% | +48.7% | +37.1% |
| YTD | +296.1% | +2.5% | +293.6% | +271.1% |
| 1Y | +1,810.6% | +10.7% | +1,799.9% | +1,624.1% |
| 3Y | +2,587.6% | +53.3% | +2,534.3% | +1,909.0% |
| 5Y | +601.7% | +93.6% | +508.1% | +339.2% |
| All | +1,472.1% | +179.5% | +1,292.6% | +682.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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