+128.0%
ABBV vs AXON
+42.7%
+85.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -18.2% | +19.2% | +1.3% |
| 7D | -1.2% | -26.8% | +25.6% | -0.9% |
| 30D | +8.0% | -22.9% | +30.9% | +8.3% |
| 3M | +20.2% | -40.1% | +60.3% | +20.9% |
| 6M | +44.0% | -18.9% | +62.9% | +44.5% |
| YTD | +31.3% | -44.9% | +76.2% | +32.1% |
| 1Y | +37.0% | -46.7% | +83.7% | +37.8% |
| 3Y | +128.0% | +44.3% | +83.6% | +108.5% |
| All | +128.0% | +42.7% | +85.3% | +108.5% |
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