+403.0%
AXP vs BDX
+93.0%
+310.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.8% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +2.7% | +15.1% | -12.5% | -3.0% |
| 3M | -7.3% | +18.2% | -25.5% | -13.4% |
| 6M | +1.8% | +48.1% | -46.3% | -13.6% |
| YTD | -13.1% | +44.1% | -57.2% | -25.8% |
| 1Y | -13.7% | +46.4% | -60.1% | -26.8% |
| 3Y | +113.1% | +24.4% | +88.8% | +89.4% |
| 5Y | +85.9% | +26.1% | +59.8% | +61.5% |
| All | +403.0% | +93.0% | +310.0% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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