+0.6%
NVO vs AXP
+117.7%
-117.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -3.2% | -4.3% | +1.1% | -1.8% |
| 3M | +11.5% | +4.7% | +6.8% | +9.6% |
| 6M | +22.9% | +9.0% | +13.9% | +19.2% |
| YTD | -6.8% | -11.1% | +4.3% | -3.6% |
| 1Y | -12.6% | +1.3% | -13.9% | -13.0% |
| 3Y | -49.6% | +114.5% | -164.1% | -59.1% |
| 5Y | +0.6% | +118.0% | -117.5% | -20.6% |
| All | +0.6% | +117.7% | -117.1% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling