+84.2%
JNJ vs AXTI
+614.9%
-530.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | +5.1% | -8.6% | -3.4% |
| 30D | +2.3% | -17.5% | +19.8% | +2.2% |
| 3M | +12.0% | -26.7% | +38.7% | +12.2% |
| 6M | +10.5% | +36.8% | -26.3% | +11.1% |
| YTD | +30.4% | +296.1% | -265.8% | +31.9% |
| 1Y | +52.1% | +1,810.6% | -1,758.5% | +55.6% |
| 3Y | +77.8% | +2,587.6% | -2,509.7% | +81.6% |
| All | +84.2% | +614.9% | -530.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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