+1,647.0%
BMY vs AXP
+6,654.6%
-5,007.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +5.9% | +7.0% | -1.1% | +4.1% |
| 3M | -0.8% | -6.6% | +5.8% | +0.9% |
| 6M | +12.1% | +3.5% | +8.6% | +10.9% |
| YTD | +21.0% | -11.2% | +32.2% | +23.7% |
| 1Y | +40.4% | -10.2% | +50.6% | +43.2% |
| 3Y | +36.3% | +120.0% | -83.8% | +8.8% |
| 5Y | +29.3% | +95.6% | -66.3% | +3.7% |
| 10Y | +74.8% | +468.1% | -393.3% | 0.0% |
| All | +1,647.0% | +6,654.6% | -5,007.6% | +379.5% |
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