+898.5%
BSX vs AXP
+9,450.0%
-8,551.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | +2.8% | +5.8% | -3.0% | +0.7% |
| 3M | -13.3% | -6.0% | -7.3% | -11.3% |
| 6M | -23.7% | +0.3% | -24.0% | -24.1% |
| YTD | -55.2% | -12.3% | -42.9% | -53.6% |
| 1Y | -56.8% | -11.2% | -45.6% | -55.5% |
| 3Y | -19.0% | +117.0% | -136.1% | -41.6% |
| 5Y | -0.9% | +93.2% | -94.1% | -27.1% |
| 10Y | +98.3% | +461.2% | -362.9% | -5.0% |
| All | +898.5% | +9,450.0% | -8,551.4% | +111.9% |
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