+33,769.1%
NVO vs AXP
+6,658.5%
+27,110.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +2.2% | -2.1% | +4.3% | +2.6% |
| 30D | +6.0% | -6.5% | +12.5% | +7.3% |
| 3M | +7.9% | +4.6% | +3.2% | +6.9% |
| 6M | +27.1% | +5.4% | +21.7% | +25.7% |
| YTD | -3.8% | -11.1% | +7.3% | -1.8% |
| 1Y | -12.8% | -0.3% | -12.5% | -12.9% |
| 3Y | -46.3% | +111.6% | -157.9% | -53.2% |
| 5Y | +3.6% | +117.6% | -114.0% | -11.3% |
| 10Y | +157.0% | +474.1% | -317.1% | +79.1% |
| All | +33,769.1% | +6,658.5% | +27,110.7% | +16,120.7% |
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