+57.4%
JNJ vs AXON
-28.9%
+86.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -1.2% |
| 7D | +2.7% | -14.2% | +16.8% | +2.5% |
| 30D | +7.4% | -15.4% | +22.8% | +7.2% |
| 3M | +21.2% | +0.5% | +20.7% | +21.4% |
| 6M | +13.4% | -9.5% | +22.9% | +13.0% |
| YTD | +35.1% | -9.2% | +44.3% | +35.0% |
| 1Y | +57.4% | -29.4% | +86.8% | +56.5% |
| All | +57.4% | -28.9% | +86.4% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling