+39.2%
BMY vs AXP
-11.3%
+50.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +4.1% | +5.8% | -1.7% | +3.2% |
| 3M | -2.1% | -6.0% | +3.9% | -1.2% |
| 6M | +12.2% | +0.3% | +11.9% | +11.8% |
| YTD | +20.3% | -12.3% | +32.6% | +22.4% |
| 1Y | +39.2% | -11.2% | +50.4% | +40.6% |
| All | +39.2% | -11.3% | +50.5% | +40.6% |
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 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