+38.8%
BMY vs AXP
-11.5%
+50.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.4% |
| 3M | -2.1% | -4.2% | +2.1% | -1.5% |
| 6M | +14.3% | +2.9% | +11.3% | +13.4% |
| YTD | +21.6% | -11.6% | +33.2% | +23.6% |
| 1Y | +38.8% | -11.1% | +49.9% | +40.4% |
| All | +38.8% | -11.5% | +50.3% | +40.4% |
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