+108.0%
AMGN vs AXON
+177.9%
-70.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -10.0% |
| 7D | -10.3% | -2.5% | -7.8% | -10.2% |
| 30D | -3.8% | -11.5% | +7.7% | -3.6% |
| 3M | +14.4% | +7.3% | +7.1% | +14.3% |
| 6M | +7.8% | -11.9% | +19.8% | +8.0% |
| YTD | +22.6% | -11.0% | +33.6% | +22.8% |
| 1Y | +44.2% | -31.8% | +76.0% | +45.1% |
| 3Y | +65.8% | +135.4% | -69.6% | +56.1% |
| 5Y | +108.0% | +176.9% | -68.9% | +91.4% |
| All | +108.0% | +177.9% | -70.0% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling