+37.3%
BMY vs AXP
-11.2%
+48.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.3% |
| 3M | -3.0% | -4.6% | +1.6% | -2.3% |
| 6M | +13.1% | +3.2% | +9.8% | +12.1% |
| YTD | +20.3% | -11.3% | +31.7% | +22.2% |
| All | +37.3% | -11.2% | +48.6% | +38.9% |
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