+57.3%
BMY vs AXON
+1,027.4%
-970.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -1.3% | -19.7% | +18.4% | -0.4% |
| 30D | +10.0% | -25.7% | +35.7% | +11.3% |
| 3M | -1.2% | -48.8% | +47.6% | +1.6% |
| 6M | +12.8% | -22.0% | +34.8% | +13.5% |
| YTD | +20.7% | -45.9% | +66.6% | +23.0% |
| 1Y | +32.6% | -46.1% | +78.7% | +35.2% |
| 3Y | +41.8% | +40.9% | +0.9% | +32.3% |
| 5Y | +29.0% | +80.2% | -51.2% | +16.4% |
| All | +57.3% | +1,027.4% | -970.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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