+259.8%
ECHO vs NVS
+92.9%
+166.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | -14.3% | +18.0% | +7.6% |
| 30D | +0.7% | -10.0% | +10.6% | +2.6% |
| 3M | -27.3% | -10.9% | -16.4% | -25.7% |
| 6M | -17.0% | -12.0% | -5.0% | -14.9% |
| YTD | -14.3% | +2.5% | -16.8% | -16.0% |
| 1Y | +20.9% | +10.7% | +10.2% | +15.7% |
| 3Y | +423.0% | +53.3% | +369.7% | +343.3% |
| All | +259.8% | +92.9% | +166.8% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling