+57.5%
BMY vs AXP
+453.0%
-395.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | +5.1% | +5.2% | -0.1% | +4.0% |
| 3M | -3.0% | -4.6% | +1.6% | -2.1% |
| 6M | +13.1% | +3.2% | +9.8% | +12.1% |
| YTD | +20.3% | -11.3% | +31.7% | +22.6% |
| 1Y | +39.0% | -11.0% | +50.0% | +41.5% |
| 3Y | +42.0% | +120.2% | -78.2% | +17.8% |
| 5Y | +28.5% | +91.7% | -63.2% | +7.8% |
| 10Y | +57.5% | +440.3% | -382.8% | +2.2% |
| All | +57.5% | +453.0% | -395.5% | +2.2% |
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