+29,481.0%
NVO vs AXP
+6,623.2%
+22,857.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +5.3% | +5.0% | +0.4% | +4.4% |
| 3M | -13.6% | -4.2% | -9.4% | -12.9% |
| 6M | -10.5% | +2.9% | -13.5% | -11.1% |
| YTD | -16.0% | -11.6% | -4.4% | -14.1% |
| 1Y | -7.0% | -11.1% | +4.1% | -5.0% |
| 3Y | -56.1% | +116.7% | -172.9% | -61.9% |
| 5Y | -19.0% | +89.6% | -108.6% | -28.9% |
| 10Y | +203.7% | +428.4% | -224.7% | +114.8% |
| All | +29,481.0% | +6,623.2% | +22,857.7% | +14,080.0% |
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