+117.0%
AXP vs NVS
+93.3%
+23.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +5.8% | +13.4% | -7.6% | +3.9% |
| 3M | -6.0% | +5.4% | -11.4% | -7.0% |
| 6M | +0.3% | +9.6% | -9.3% | -1.7% |
| YTD | -12.3% | +21.5% | -33.7% | -15.9% |
| 1Y | -11.2% | +32.3% | -43.6% | -16.2% |
| 3Y | +117.0% | +92.9% | +24.1% | +86.5% |
| All | +117.0% | +93.3% | +23.7% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling