-15.0%
DXCM vs AXON
+40.0%
-55.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.7% | -27.4% | +23.7% | +0.2% |
| 30D | -5.0% | -28.5% | +23.5% | -1.0% |
| 3M | -8.8% | -49.3% | +40.4% | -1.4% |
| 6M | +31.9% | -25.0% | +56.9% | +34.8% |
| YTD | +20.4% | -46.7% | +67.1% | +27.4% |
| 1Y | +45.7% | -48.3% | +94.0% | +54.7% |
| 3Y | -15.0% | +38.8% | -53.8% | -24.5% |
| All | -15.0% | +40.0% | -55.0% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling