+24.0%
VRTX vs AXON
-44.3%
+68.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | -1.6% | +0.8% | -2.3% | -1.6% |
| 30D | +8.0% | -22.8% | +30.8% | +9.7% |
| 3M | +4.3% | -48.8% | +53.1% | +8.5% |
| 6M | +18.9% | -16.3% | +35.2% | +22.3% |
| YTD | +18.8% | -44.5% | +63.3% | +21.1% |
| 1Y | +24.0% | -43.4% | +67.4% | +25.7% |
| All | +24.0% | -44.3% | +68.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling