-13.8%
NVO vs AXP
+0.8%
-14.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | -4.7% | -2.5% | -2.2% | -3.5% |
| 30D | -5.4% | -5.0% | -0.4% | -3.0% |
| 3M | +7.0% | +1.4% | +5.6% | +5.3% |
| 6M | +17.6% | +6.0% | +11.6% | +12.4% |
| YTD | -8.0% | -12.3% | +4.3% | -2.9% |
| 1Y | -13.8% | +0.3% | -14.1% | -8.3% |
| All | -13.8% | +0.8% | -14.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling