+1,433.9%
JNJ vs AXTI
+556.3%
+877.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -3.0% | +21.0% | -24.0% | -3.1% |
| 30D | +2.5% | -6.6% | +9.2% | +2.5% |
| 3M | +13.2% | -12.1% | +25.3% | +13.0% |
| 6M | +11.3% | +78.7% | -67.4% | +9.6% |
| YTD | +31.1% | +321.5% | -290.3% | +27.3% |
| 1Y | +54.3% | +2,166.8% | -2,112.4% | +46.2% |
| 3Y | +81.1% | +2,807.6% | -2,726.4% | +68.4% |
| 5Y | +82.7% | +651.5% | -568.7% | +72.7% |
| 10Y | +196.5% | +1,560.5% | -1,364.0% | +171.6% |
| All | +1,433.9% | +556.3% | +877.6% | +1,221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling