+7.3%
BSX vs AXP
+86.8%
-79.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.7% | -0.1% | +3.8% | +3.8% |
| 30D | +3.1% | +4.4% | -1.3% | +1.8% |
| 3M | -14.2% | -6.4% | -7.8% | -12.5% |
| 6M | -16.4% | +4.2% | -20.6% | -17.7% |
| YTD | -53.5% | -12.4% | -41.1% | -52.0% |
| 1Y | -57.8% | -11.1% | -46.7% | -56.6% |
| 3Y | -17.4% | +114.9% | -132.3% | -39.2% |
| All | +7.3% | +86.8% | -79.5% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling