+211.4%
NVO vs AXP
+414.5%
-203.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | +6.8% | +2.7% | +4.2% | +6.2% |
| 3M | -11.3% | -7.3% | -4.0% | -9.7% |
| 6M | -12.4% | +1.8% | -14.2% | -12.9% |
| YTD | -16.1% | -13.1% | -3.1% | -13.5% |
| 1Y | -15.1% | -13.7% | -1.4% | -12.3% |
| 3Y | -56.2% | +113.1% | -169.3% | -62.4% |
| 5Y | -19.4% | +85.9% | -105.3% | -30.1% |
| All | +211.4% | +414.5% | -203.1% | +131.9% |
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