+440.3%
AXP vs NVS
+257.6%
+182.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -1.1% | +1.3% | -2.5% | -1.7% |
| 30D | +5.2% | +13.9% | -8.6% | -1.1% |
| 3M | -4.6% | +4.7% | -9.3% | -7.7% |
| 6M | +3.2% | +12.1% | -8.9% | -4.1% |
| YTD | -11.3% | +22.3% | -33.7% | -21.9% |
| 1Y | -11.0% | +33.5% | -44.5% | -25.4% |
| 3Y | +120.2% | +94.7% | +25.4% | +42.9% |
| 5Y | +91.7% | +137.6% | -45.8% | +6.3% |
| 10Y | +440.3% | +254.5% | +185.9% | +165.1% |
| All | +440.3% | +257.6% | +182.8% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling