+1,345.5%
ABBV vs AXON
+3,231.6%
-1,886.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.9% |
| 7D | +1.5% | -28.7% | +30.3% | +3.9% |
| 30D | +6.7% | -28.3% | +35.0% | +9.1% |
| 3M | +19.9% | -46.9% | +66.8% | +25.1% |
| 6M | +47.5% | -24.9% | +72.3% | +49.1% |
| YTD | +32.2% | -46.6% | +78.8% | +36.4% |
| 1Y | +37.8% | -49.7% | +87.5% | +42.8% |
| 3Y | +134.8% | +40.6% | +94.2% | +116.6% |
| 5Y | +203.0% | +71.9% | +131.1% | +169.1% |
| 10Y | +603.7% | +1,180.9% | -577.2% | +381.3% |
| All | +1,345.5% | +3,231.6% | -1,886.2% | +803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling