+326.9%
AMGN vs AXON
+1,027.4%
-700.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +1.5% | -19.7% | +21.2% | +2.7% |
| 30D | +13.1% | -25.7% | +38.8% | +15.1% |
| 3M | +12.9% | -48.8% | +61.7% | +17.3% |
| 6M | +40.8% | -22.0% | +62.7% | +42.1% |
| YTD | +45.6% | -45.9% | +91.5% | +49.6% |
| 1Y | +42.7% | -46.1% | +88.8% | +46.7% |
| 3Y | +91.2% | +40.9% | +50.2% | +76.8% |
| 5Y | +158.1% | +80.2% | +77.9% | +129.6% |
| All | +326.9% | +1,027.4% | -700.5% | +211.5% |
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