+58.2%
BMY vs AXP
+435.0%
-376.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | +6.2% | +5.0% | +1.3% | +5.2% |
| 3M | -2.1% | -4.2% | +2.1% | -1.3% |
| 6M | +14.3% | +2.9% | +11.3% | +13.3% |
| YTD | +21.6% | -11.6% | +33.2% | +24.0% |
| 1Y | +38.8% | -11.1% | +49.9% | +41.3% |
| 3Y | +42.9% | +116.7% | -73.8% | +19.0% |
| 5Y | +30.1% | +89.6% | -59.6% | +9.3% |
| 10Y | +58.2% | +428.4% | -370.2% | +3.8% |
| All | +58.2% | +435.0% | -376.8% | +3.8% |
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