+3,266.6%
AXP vs NVS
+1,291.3%
+1,975.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +5.8% | +13.4% | -7.6% | -1.0% |
| 3M | -6.0% | +5.4% | -11.4% | -9.7% |
| 6M | +0.3% | +9.6% | -9.3% | -6.1% |
| YTD | -12.3% | +21.5% | -33.7% | -22.7% |
| 1Y | -11.2% | +32.3% | -43.6% | -25.4% |
| 3Y | +117.0% | +92.9% | +24.1% | +44.5% |
| 5Y | +93.2% | +134.3% | -41.2% | +14.0% |
| 10Y | +461.2% | +272.3% | +188.9% | +155.9% |
| All | +3,266.6% | +1,291.3% | +1,975.3% | +718.1% |
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 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