+3,310.3%
AXP vs NVS
+1,269.4%
+2,040.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | -2.1% | +4.0% | -6.1% | -4.3% |
| 30D | -6.5% | +3.6% | -10.1% | -8.6% |
| 3M | +4.6% | +7.8% | -3.2% | -0.2% |
| 6M | +5.4% | -0.2% | +5.6% | +4.6% |
| YTD | -11.1% | +19.6% | -30.7% | -20.3% |
| 1Y | -0.3% | +28.4% | -28.7% | -14.3% |
| 3Y | +111.6% | +76.2% | +35.4% | +49.3% |
| 5Y | +117.6% | +111.1% | +6.5% | +37.2% |
| 10Y | +474.1% | +224.3% | +249.9% | +184.4% |
| All | +3,310.3% | +1,269.4% | +2,040.9% | +743.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling