+6,610.0%
AXP vs BDX
+5,351.6%
+1,258.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -2.1% | -2.5% | +0.4% | -1.2% |
| 30D | -6.5% | +8.3% | -14.8% | -9.3% |
| 3M | +4.6% | +24.4% | -19.7% | -3.8% |
| 6M | +5.4% | +9.2% | -3.8% | +1.5% |
| YTD | -11.1% | +22.7% | -33.8% | -18.3% |
| 1Y | -0.3% | +25.9% | -26.2% | -9.3% |
| 3Y | +111.6% | -10.5% | +122.0% | +114.2% |
| 5Y | +117.6% | +1.9% | +115.7% | +108.2% |
| 10Y | +474.1% | +58.7% | +415.4% | +356.0% |
| All | +6,610.0% | +5,351.6% | +1,258.4% | +1,460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling