+29,975.2%
NVO vs AXP
+6,640.9%
+23,334.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +7.1% | +5.2% | +1.9% | +6.1% |
| 3M | -11.3% | -4.6% | -6.7% | -10.6% |
| 6M | -9.0% | +3.2% | -12.3% | -9.6% |
| YTD | -14.6% | -11.3% | -3.3% | -12.7% |
| 1Y | -4.9% | -11.0% | +6.1% | -2.8% |
| 3Y | -54.9% | +120.2% | -175.0% | -61.0% |
| 5Y | -18.7% | +91.7% | -110.4% | -28.8% |
| 10Y | +202.5% | +440.3% | -237.9% | +113.1% |
| All | +29,975.2% | +6,640.9% | +23,334.3% | +14,309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling