+240.0%
ECHO vs NVS
+554.7%
-314.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.9% |
| 7D | +3.4% | +4.0% | -0.6% | +1.5% |
| 30D | +2.4% | +3.6% | -1.2% | +0.5% |
| 3M | -28.0% | +7.8% | -35.8% | -30.6% |
| 6M | -21.2% | -0.2% | -21.1% | -21.5% |
| YTD | -17.4% | +19.6% | -37.0% | -24.0% |
| 1Y | +33.6% | +28.4% | +5.2% | +18.6% |
| 3Y | +419.7% | +76.2% | +343.5% | +291.9% |
| 5Y | +241.7% | +111.1% | +130.6% | +133.2% |
| 10Y | +180.8% | +224.3% | -43.5% | +53.0% |
| All | +240.0% | +554.7% | -314.6% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling