+1,156.2%
ABBV vs AXON
+5,566.7%
-4,410.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -1.1% |
| 7D | +0.4% | -14.2% | +14.5% | +1.4% |
| 30D | +4.2% | -15.4% | +19.6% | +5.2% |
| 3M | +14.8% | +0.5% | +14.3% | +14.2% |
| 6M | +10.3% | -9.5% | +19.8% | +10.1% |
| YTD | +14.9% | -9.2% | +24.1% | +14.4% |
| 1Y | +24.1% | -29.4% | +53.5% | +25.8% |
| 3Y | +91.9% | +139.4% | -47.5% | +70.7% |
| 5Y | +176.0% | +178.9% | -2.9% | +137.6% |
| 10Y | +502.9% | +1,840.8% | -1,337.9% | +302.0% |
| All | +1,156.2% | +5,566.7% | -4,410.5% | +657.5% |
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 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