+415.7%
ECHO vs NVS
+54.6%
+361.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | -15.7% | +18.0% | +6.3% |
| 30D | +4.4% | -11.1% | +15.5% | +6.4% |
| 3M | -20.3% | -7.2% | -13.1% | -19.9% |
| 6M | -15.3% | -12.3% | -3.0% | -13.6% |
| YTD | -15.5% | +2.8% | -18.3% | -17.1% |
| 1Y | +15.0% | +11.9% | +3.0% | +10.3% |
| All | +415.7% | +54.6% | +361.1% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling