+216.5%
QCOM vs AXON
+1,304.2%
-1,087.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -18.2% | +23.7% | +9.3% |
| 7D | +0.4% | -26.8% | +27.2% | +6.6% |
| 30D | -6.6% | -22.9% | +16.3% | -1.9% |
| 3M | +3.7% | -40.1% | +43.8% | +13.9% |
| 6M | -13.3% | -18.9% | +5.6% | -12.9% |
| YTD | -1.8% | -44.9% | +43.1% | +6.4% |
| 1Y | -2.5% | -46.7% | +44.2% | +6.3% |
| 3Y | +47.0% | +44.3% | +2.6% | +16.6% |
| 5Y | +13.1% | +71.4% | -58.3% | -18.1% |
| All | +216.5% | +1,304.2% | -1,087.7% | +73.9% |
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