+52.8%
ECL vs NVS
+54.6%
-1.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -2.7% | -15.4% | +12.6% | +1.8% |
| 30D | -4.3% | -12.3% | +8.0% | -1.1% |
| 3M | +3.2% | -7.8% | +11.0% | +4.7% |
| 6M | -2.9% | -13.0% | +10.1% | +0.3% |
| YTD | +4.3% | +2.8% | +1.5% | +2.6% |
| 1Y | +1.6% | +10.6% | -9.0% | -2.1% |
| All | +52.8% | +54.6% | -1.8% | +36.7% |
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