-19.0%
BSX vs AXP
+117.6%
-136.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | +1.8% | +0.6% | +1.2% | +1.8% |
| 30D | +2.8% | +5.8% | -3.0% | +1.5% |
| 3M | -13.3% | -6.0% | -7.3% | -12.0% |
| 6M | -23.7% | +0.3% | -24.0% | -23.9% |
| YTD | -55.2% | -12.3% | -42.9% | -54.0% |
| 1Y | -56.8% | -11.2% | -45.6% | -55.9% |
| 3Y | -19.0% | +117.0% | -136.1% | -27.4% |
| All | -19.0% | +117.6% | -136.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling