+155.6%
NVO vs AXP
+461.7%
-306.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -4.7% | -2.5% | -2.2% | -4.2% |
| 30D | -5.4% | -5.0% | -0.4% | -4.3% |
| 3M | +7.0% | +1.4% | +5.6% | +6.5% |
| 6M | +17.6% | +6.0% | +11.6% | +15.8% |
| YTD | -8.0% | -12.3% | +4.3% | -5.4% |
| 1Y | -13.8% | +0.3% | -14.1% | -13.9% |
| 3Y | -50.3% | +111.7% | -161.9% | -57.3% |
| 5Y | +0.7% | +114.5% | -113.9% | -15.0% |
| 10Y | +155.6% | +467.1% | -311.5% | +74.2% |
| All | +155.6% | +461.7% | -306.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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