+29.3%
DOC vs AXTX
-92.0%
+121.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +21.0% | -19.2% | +2.1% |
| 7D | +5.9% | -29.2% | +35.0% | +5.6% |
| 30D | +10.3% | -69.6% | +79.9% | +9.1% |
| 3M | -2.2% | -86.5% | +84.3% | -3.6% |
| 6M | +8.2% | -96.4% | +104.6% | +8.7% |
| All | +29.3% | -92.0% | +121.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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