+323.2%
AMGN vs AXON
+1,109.0%
-785.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | +0.4% |
| 7D | -2.2% | -25.6% | +23.5% | -0.5% |
| 30D | +12.1% | -23.9% | +36.0% | +13.8% |
| 3M | +13.6% | -50.4% | +64.1% | +18.3% |
| 6M | +43.9% | -20.0% | +64.0% | +45.0% |
| YTD | +45.9% | -44.5% | +90.4% | +49.7% |
| 1Y | +42.1% | -44.9% | +87.0% | +45.9% |
| 3Y | +91.6% | +44.7% | +46.9% | +76.9% |
| 5Y | +158.5% | +86.7% | +71.8% | +129.4% |
| 10Y | +323.2% | +1,060.5% | -737.3% | +207.5% |
| All | +323.2% | +1,109.0% | -785.8% | +207.5% |
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 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