+113.3%
BSX vs AXON
+1,058.0%
-944.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | +3.7% | +0.8% | +2.9% | +3.6% |
| 30D | +3.1% | -22.8% | +25.9% | +6.7% |
| 3M | -14.2% | -48.8% | +34.5% | -6.1% |
| 6M | -16.4% | -16.3% | -0.1% | -15.8% |
| YTD | -53.5% | -44.5% | -9.0% | -50.7% |
| 1Y | -57.8% | -43.4% | -14.4% | -55.4% |
| 3Y | -17.4% | +44.3% | -61.7% | -28.0% |
| 5Y | +5.4% | +85.1% | -79.7% | -14.9% |
| All | +113.3% | +1,058.0% | -944.7% | +28.2% |
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