+198.8%
JNJ vs AXON
+1,871.3%
-1,672.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -0.8% | -2.5% | +1.7% | -0.7% |
| 30D | +4.3% | -11.5% | +15.8% | +4.6% |
| 3M | +16.5% | +7.3% | +9.2% | +16.2% |
| 6M | +13.1% | -11.9% | +25.1% | +13.2% |
| YTD | +32.1% | -11.0% | +43.1% | +32.1% |
| 1Y | +54.5% | -31.8% | +86.2% | +55.4% |
| 3Y | +82.5% | +135.4% | -52.9% | +72.3% |
| 5Y | +80.0% | +176.9% | -96.8% | +66.7% |
| All | +198.8% | +1,871.3% | -1,672.5% | +154.0% |
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