+30.8%
VRTX vs AXON
-50.4%
+81.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | -0.4% | -28.7% | +28.3% | +1.6% |
| 30D | +8.0% | -28.3% | +36.3% | +10.1% |
| 3M | +11.0% | -46.9% | +58.0% | +15.3% |
| 6M | +28.2% | -24.9% | +53.0% | +32.3% |
| YTD | +21.5% | -46.6% | +68.1% | +24.3% |
| All | +30.8% | -50.4% | +81.2% | +34.9% |
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 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