+221.6%
JNJ vs AXON
+1,058.0%
-836.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.7% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +12.5% | -22.8% | +35.3% | +13.1% |
| 3M | +9.6% | -48.8% | +58.3% | +11.1% |
| 6M | +25.3% | -16.3% | +41.6% | +25.5% |
| YTD | +40.3% | -44.5% | +84.8% | +41.6% |
| 1Y | +49.6% | -43.4% | +93.0% | +50.9% |
| 3Y | +110.8% | +44.3% | +66.5% | +100.8% |
| 5Y | +99.1% | +85.1% | +14.0% | +85.0% |
| All | +221.6% | +1,058.0% | -836.3% | +173.8% |
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