-10.9%
DXCM vs AXON
+74.4%
-85.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.8% | +5.3% | -3.4% |
| 7D | +5.7% | -12.7% | +18.3% | +7.4% |
| 30D | +1.3% | -8.6% | +9.9% | +2.3% |
| 3M | +2.2% | -37.2% | +39.4% | +7.3% |
| 6M | +42.0% | +0.5% | +41.5% | +40.0% |
| YTD | +27.3% | -32.6% | +59.9% | +30.7% |
| 1Y | +42.5% | -40.2% | +82.7% | +48.4% |
| All | -10.9% | +74.4% | -85.3% | -14.6% |
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