+45.6%
BMY vs AXP
-6.4%
+52.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +6.0% | +4.6% | +1.4% | +5.1% |
| 30D | +9.1% | +9.7% | -0.6% | +7.4% |
| 3M | -2.6% | -3.8% | +1.2% | -2.1% |
| 6M | +13.1% | +4.8% | +8.3% | +11.8% |
| YTD | +23.0% | -9.1% | +32.1% | +24.5% |
| 1Y | +45.6% | -6.7% | +52.3% | +44.9% |
| All | +45.6% | -6.4% | +52.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling