+602.6%
ABBV vs AXON
+1,109.0%
-506.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.1% |
| 7D | +0.1% | -25.6% | +25.7% | +1.6% |
| 30D | +5.6% | -23.9% | +29.5% | +7.1% |
| 3M | +18.7% | -50.4% | +69.1% | +23.3% |
| 6M | +47.4% | -20.0% | +67.4% | +48.2% |
| YTD | +33.0% | -44.5% | +77.4% | +36.1% |
| 1Y | +34.9% | -44.9% | +79.8% | +38.1% |
| 3Y | +135.2% | +44.7% | +90.4% | +118.1% |
| 5Y | +202.1% | +86.7% | +115.4% | +169.7% |
| 10Y | +602.6% | +1,060.5% | -457.9% | +425.3% |
| All | +602.6% | +1,109.0% | -506.4% | +425.3% |
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