-5.4%
SYK vs AXON
+128.5%
-133.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -11.8% | -3.3% | -8.4% | -11.5% |
| 30D | -20.4% | -17.8% | -2.5% | -19.1% |
| 3M | -12.1% | +8.3% | -20.3% | -12.9% |
| 6M | -24.3% | -12.4% | -12.0% | -24.1% |
| YTD | -21.2% | -13.7% | -7.5% | -20.9% |
| 1Y | -29.2% | -33.1% | +3.9% | -27.5% |
| All | -5.4% | +128.5% | -133.9% | -18.7% |
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 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