+54.5%
JNJ vs AXON
-31.4%
+85.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -0.8% | -2.5% | +1.7% | -0.8% |
| 30D | +4.3% | -11.5% | +15.8% | +4.3% |
| 3M | +16.5% | +7.3% | +9.2% | +17.0% |
| 6M | +13.1% | -11.9% | +25.1% | +12.7% |
| YTD | +32.1% | -11.0% | +43.1% | +32.0% |
| 1Y | +54.5% | -31.8% | +86.2% | +53.6% |
| All | +54.5% | -31.4% | +85.8% | +53.6% |
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