+36.6%
ECL vs NVS
+133.6%
-97.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.5% | -1.0% | +0.6% | -0.1% |
| 30D | +6.6% | +12.5% | -6.0% | +1.8% |
| 3M | +9.6% | +5.2% | +4.4% | +6.5% |
| 6M | +21.6% | +8.2% | +13.4% | +16.4% |
| YTD | +16.9% | +19.8% | -2.9% | +7.3% |
| 1Y | +17.9% | +24.8% | -6.9% | +6.2% |
| 3Y | +76.5% | +90.0% | -13.5% | +28.9% |
| 5Y | +36.6% | +134.3% | -97.6% | -15.2% |
| All | +36.6% | +133.6% | -97.0% | -15.2% |
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