+159.7%
GILD vs AXON
+1,815.8%
-1,656.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -7.0% | +2.2% | -4.5% |
| 30D | +5.8% | -20.1% | +25.9% | +6.9% |
| 3M | +14.9% | +7.4% | +7.5% | +14.3% |
| 6M | -0.4% | -7.4% | +7.0% | -0.4% |
| YTD | +18.5% | -15.6% | +34.1% | +18.8% |
| 1Y | +25.1% | -36.2% | +61.3% | +27.1% |
| 3Y | +105.9% | +124.8% | -18.9% | +88.7% |
| 5Y | +143.0% | +166.6% | -23.6% | +116.1% |
| All | +159.7% | +1,815.8% | -1,656.1% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling