+202.3%
ECL vs NVS
+260.1%
-57.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | -1.3% | +4.1% | +3.5% |
| 30D | +7.5% | +9.3% | -1.8% | +2.9% |
| 3M | +12.2% | +5.8% | +6.5% | +7.9% |
| 6M | +24.6% | +7.2% | +17.4% | +18.5% |
| YTD | +18.8% | +20.0% | -1.2% | +6.4% |
| 1Y | +19.3% | +25.4% | -6.0% | +4.3% |
| 3Y | +78.2% | +89.2% | -11.0% | +21.4% |
| 5Y | +38.8% | +134.6% | -95.8% | -18.7% |
| All | +202.3% | +260.1% | -57.8% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling