+464.9%
AXP vs BDX
+53.5%
+411.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +1.2% |
| 7D | +0.6% | -4.3% | +4.9% | +2.3% |
| 30D | -4.3% | +1.3% | -5.6% | -4.9% |
| 3M | +4.7% | +20.2% | -15.5% | -3.1% |
| 6M | +9.0% | +8.6% | +0.4% | +4.8% |
| YTD | -11.1% | +19.0% | -30.1% | -17.9% |
| 1Y | +1.3% | +21.2% | -19.9% | -7.2% |
| 3Y | +114.5% | -9.7% | +124.2% | +117.5% |
| 5Y | +118.0% | -3.4% | +121.4% | +111.7% |
| 10Y | +464.9% | +53.9% | +411.1% | +382.5% |
| All | +464.9% | +53.5% | +411.4% | +382.5% |
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