+19.3%
ECL vs NVS
+25.4%
-6.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | -1.3% | +4.1% | +3.3% |
| 30D | +7.5% | +9.3% | -1.8% | +4.7% |
| 3M | +12.2% | +5.8% | +6.5% | +9.0% |
| 6M | +24.6% | +7.2% | +17.4% | +19.9% |
| YTD | +18.8% | +20.0% | -1.2% | +12.3% |
| 1Y | +19.3% | +25.4% | -6.0% | +12.2% |
| All | +19.3% | +25.4% | -6.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling