+135.1%
ABBV vs AXON
+44.5%
+90.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.3% |
| 30D | +4.7% | -22.8% | +27.5% | +5.0% |
| 3M | +18.3% | -48.8% | +67.1% | +19.1% |
| 6M | +43.4% | -16.3% | +59.7% | +43.9% |
| YTD | +33.0% | -44.5% | +77.4% | +33.7% |
| 1Y | +30.8% | -43.4% | +74.2% | +31.5% |
| 3Y | +135.1% | +44.3% | +90.9% | +116.2% |
| All | +135.1% | +44.5% | +90.6% | +116.2% |
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