+497.0%
ABBV vs AXON
+1,811.1%
-1,314.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.0% |
| 7D | -4.1% | -3.3% | -0.8% | -3.9% |
| 30D | +1.2% | -17.8% | +19.0% | +2.3% |
| 3M | +12.1% | +8.3% | +3.8% | +11.1% |
| 6M | +12.0% | -12.4% | +24.4% | +12.2% |
| YTD | +12.4% | -13.7% | +26.1% | +12.4% |
| 1Y | +22.9% | -33.1% | +56.0% | +24.8% |
| 3Y | +86.8% | +128.2% | -41.5% | +68.6% |
| 5Y | +181.0% | +170.5% | +10.5% | +146.0% |
| 10Y | +497.0% | +1,846.0% | -1,349.0% | +323.3% |
| All | +497.0% | +1,811.1% | -1,314.1% | +323.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling