+118.0%
AXP vs NVMI
+265.1%
-147.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.3% |
| 7D | +0.6% | +11.7% | -11.1% | -1.7% |
| 30D | -4.3% | -4.0% | -0.3% | -3.8% |
| 3M | +4.7% | -25.8% | +30.5% | +9.8% |
| 6M | +9.0% | -8.3% | +17.3% | +7.4% |
| YTD | -11.1% | +14.8% | -26.0% | -17.8% |
| 1Y | +1.3% | +37.9% | -36.6% | -11.3% |
| 3Y | +114.5% | +216.3% | -101.8% | +38.2% |
| 5Y | +118.0% | +277.2% | -159.1% | +28.8% |
| All | +118.0% | +265.1% | -147.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling