+1.3%
AXP vs NVS
+10.4%
-9.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +13.9% | +1.5% |
| 7D | +0.6% | -14.6% | +15.2% | +2.2% |
| 30D | -4.3% | -11.9% | +7.6% | -3.1% |
| 3M | +4.7% | -6.0% | +10.7% | +4.4% |
| 6M | +9.0% | -11.4% | +20.4% | +9.3% |
| YTD | -11.1% | +2.9% | -14.1% | -13.6% |
| 1Y | +1.3% | +10.2% | -9.0% | -2.6% |
| All | +1.3% | +10.4% | -9.1% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling