+218.9%
NVO vs AXP
+418.6%
-199.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +9.2% | +4.4% | +4.8% | +8.1% |
| 3M | -9.8% | -6.4% | -3.3% | -8.4% |
| 6M | -10.4% | +4.2% | -14.6% | -11.4% |
| YTD | -14.1% | -12.4% | -1.7% | -11.6% |
| 1Y | -11.1% | -11.1% | 0.0% | -8.8% |
| 3Y | -54.9% | +114.9% | -169.8% | -61.4% |
| 5Y | -17.4% | +87.4% | -104.9% | -28.5% |
| All | +218.9% | +418.6% | -199.7% | +137.1% |
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