+30.9%
QCOM vs AXON
+179.8%
-149.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.9% |
| 7D | +3.3% | -14.2% | +17.5% | +6.4% |
| 30D | +7.7% | -15.4% | +23.1% | +10.5% |
| 3M | -30.1% | +0.5% | -30.5% | -31.3% |
| 6M | +22.8% | -9.5% | +32.3% | +22.4% |
| YTD | +0.2% | -9.2% | +9.4% | -1.1% |
| 1Y | +7.9% | -29.4% | +37.2% | +12.6% |
| 3Y | +55.8% | +139.4% | -83.6% | +2.3% |
| All | +30.9% | +179.8% | -149.0% | -26.2% |
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