+60.1%
BMY vs AXP
+418.6%
-358.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +7.0% | +4.4% | +2.6% | +6.1% |
| 3M | -0.9% | -6.4% | +5.5% | +0.4% |
| 6M | +14.9% | +4.2% | +10.8% | +13.7% |
| YTD | +22.8% | -12.4% | +35.2% | +25.5% |
| 1Y | +36.2% | -11.1% | +47.3% | +38.7% |
| 3Y | +45.7% | +114.9% | -69.2% | +21.5% |
| 5Y | +31.3% | +87.4% | -56.1% | +10.6% |
| All | +60.1% | +418.6% | -358.6% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling