+464.9%
AXP vs NVS
+175.1%
+289.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +13.9% | +6.7% |
| 7D | +0.6% | -14.6% | +15.2% | +7.7% |
| 30D | -4.3% | -11.9% | +7.6% | +0.6% |
| 3M | +4.7% | -6.0% | +10.7% | +6.0% |
| 6M | +9.0% | -11.4% | +20.4% | +13.6% |
| YTD | -11.1% | +2.9% | -14.1% | -14.9% |
| 1Y | +1.3% | +10.2% | -9.0% | -7.0% |
| 3Y | +114.5% | +55.3% | +59.2% | +56.6% |
| 5Y | +118.0% | +89.6% | +28.4% | +36.5% |
| 10Y | +464.9% | +176.1% | +288.9% | +211.3% |
| All | +464.9% | +175.1% | +289.8% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NVS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling