-18.5%
NVO vs AXON
+86.1%
-104.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.6% |
| 7D | -2.6% | -25.6% | +23.1% | -0.4% |
| 30D | +6.5% | -23.9% | +30.4% | +8.7% |
| 3M | -11.8% | -50.4% | +38.7% | -7.0% |
| 6M | -10.3% | -20.0% | +9.7% | -9.7% |
| YTD | -15.2% | -44.5% | +29.3% | -12.7% |
| 1Y | -12.2% | -44.9% | +32.6% | -9.6% |
| 3Y | -55.7% | +44.7% | -100.4% | -59.9% |
| All | -18.5% | +86.1% | -104.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling