+7.2%
QCOM vs AXON
+105.6%
-98.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.8% | +0.3% | -7.5% |
| 7D | -15.5% | -12.7% | -2.8% | -13.0% |
| 30D | -13.4% | -8.6% | -4.8% | -11.7% |
| 3M | 0.0% | -37.2% | +37.3% | +8.7% |
| 6M | -15.2% | +0.5% | -15.7% | -18.3% |
| YTD | -6.9% | -32.6% | +25.7% | -2.8% |
| 1Y | -11.0% | -40.2% | +29.2% | -4.2% |
| 3Y | +39.8% | +76.1% | -36.3% | -2.9% |
| 5Y | +7.2% | +109.5% | -102.3% | -33.4% |
| All | +7.2% | +105.6% | -98.4% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling