+37.4%
GILD vs AXON
-28.9%
+66.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | 0.0% |
| 7D | +3.6% | -14.2% | +17.8% | +4.0% |
| 30D | +14.6% | -15.4% | +30.0% | +15.0% |
| 3M | +17.7% | +0.5% | +17.2% | +18.1% |
| 6M | +3.1% | -9.5% | +12.6% | +2.6% |
| YTD | +24.5% | -9.2% | +33.7% | +26.2% |
| 1Y | +37.4% | -29.4% | +66.8% | +39.4% |
| All | +37.4% | -28.9% | +66.3% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling