+1,619.6%
BMY vs AXP
+6,571.9%
-4,952.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +4.1% | +5.8% | -1.7% | +2.6% |
| 3M | -3.1% | -6.0% | +2.9% | -1.7% |
| 6M | +11.0% | +0.3% | +10.7% | +10.7% |
| YTD | +19.1% | -12.3% | +31.4% | +22.2% |
| 1Y | +37.8% | -11.2% | +49.0% | +40.9% |
| 3Y | +34.2% | +117.0% | -82.8% | +7.6% |
| 5Y | +27.2% | +93.2% | -65.9% | +2.3% |
| 10Y | +72.1% | +461.2% | -389.1% | -1.2% |
| All | +1,619.6% | +6,571.9% | -4,952.3% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling