-55.5%
NVO vs AXON
+44.5%
-100.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.7% |
| 7D | -2.6% | -25.6% | +23.1% | -1.1% |
| 30D | +6.5% | -23.9% | +30.4% | +8.0% |
| 3M | -11.8% | -50.4% | +38.7% | -8.7% |
| 6M | -10.3% | -20.0% | +9.7% | -9.8% |
| YTD | -15.2% | -44.5% | +29.3% | -14.2% |
| 1Y | -12.2% | -44.9% | +32.6% | -11.2% |
| All | -55.5% | +44.5% | -100.0% | -56.3% |
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 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