+429.2%
MRK vs AXON
+59,416.1%
-58,986.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.3% | -27.4% | +29.7% | +4.1% |
| 30D | +1.7% | -28.5% | +30.1% | +3.5% |
| 3M | +13.8% | -49.3% | +63.0% | +18.0% |
| 6M | +34.7% | -25.0% | +59.7% | +36.0% |
| YTD | +43.6% | -46.7% | +90.3% | +47.2% |
| 1Y | +75.7% | -48.3% | +123.9% | +80.3% |
| 3Y | +60.0% | +38.8% | +21.2% | +51.6% |
| 5Y | +105.4% | +77.7% | +27.6% | +88.7% |
| 10Y | +224.1% | +1,028.0% | -803.9% | +153.2% |
| All | +429.2% | +59,416.1% | -58,986.9% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling