+997.3%
AXP vs NVMI
+1,751.3%
-754.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.3% |
| 7D | -1.1% | +9.6% | -10.7% | -2.3% |
| 30D | +5.2% | -5.6% | +10.8% | +5.7% |
| 3M | -4.6% | -15.2% | +10.6% | -3.3% |
| 6M | +3.2% | -36.1% | +39.3% | +7.1% |
| YTD | -11.3% | +1.5% | -12.8% | -13.2% |
| 1Y | -11.0% | +8.3% | -19.3% | -13.6% |
| 3Y | +120.2% | +212.6% | -92.4% | +85.8% |
| 5Y | +91.7% | +158.4% | -66.7% | +63.5% |
| 10Y | +440.3% | +2,587.4% | -2,147.1% | +266.9% |
| All | +997.3% | +1,751.3% | -754.0% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling