+5.6%
FIVE vs AXTX
-70.4%
+76.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.7% |
| 7D | +1.7% | +41.4% | -39.7% | +1.7% |
| 30D | +5.0% | -25.5% | +30.5% | +4.8% |
| 3M | +29.5% | -63.3% | +92.8% | +28.8% |
| All | +5.6% | -70.4% | +76.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling