+101.6%
BSX vs AXP
+453.0%
-351.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | +3.0% | +5.2% | -2.2% | +0.9% |
| 3M | -10.7% | -4.6% | -6.2% | -9.1% |
| 6M | -18.4% | +3.2% | -21.6% | -19.8% |
| YTD | -53.8% | -11.3% | -42.5% | -52.2% |
| 1Y | -56.0% | -11.0% | -45.0% | -54.5% |
| 3Y | -14.4% | +120.2% | -134.6% | -42.5% |
| 5Y | +2.9% | +91.7% | -88.9% | -28.7% |
| 10Y | +101.6% | +440.3% | -338.8% | -0.2% |
| All | +101.6% | +453.0% | -351.5% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling