+115.4%
AXP vs NVMI
+198.0%
-82.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -2.0% |
| 7D | -2.1% | +6.6% | -8.7% | -3.1% |
| 30D | -6.5% | -7.5% | +1.0% | -5.6% |
| 3M | +4.6% | -28.5% | +33.1% | +9.1% |
| 6M | +5.4% | -15.7% | +21.2% | +5.6% |
| YTD | -11.1% | +13.3% | -24.4% | -16.5% |
| 1Y | -0.3% | +48.3% | -48.6% | -12.2% |
| All | +115.4% | +198.0% | -82.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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