+403.0%
AXP vs NVS
+259.5%
+143.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | -1.0% | -1.1% | -1.6% |
| 30D | +2.7% | +12.5% | -9.9% | -3.0% |
| 3M | -7.3% | +5.2% | -12.5% | -10.6% |
| 6M | +1.8% | +8.2% | -6.4% | -3.8% |
| YTD | -13.1% | +19.8% | -32.8% | -22.7% |
| 1Y | -13.7% | +24.8% | -38.5% | -25.1% |
| 3Y | +113.1% | +90.0% | +23.1% | +39.7% |
| 5Y | +85.9% | +134.3% | -48.3% | +3.3% |
| All | +403.0% | +259.5% | +143.5% | +145.0% |
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