+4,519.5%
ECL vs NVS
+1,273.7%
+3,245.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | -1.3% | +4.1% | +3.4% |
| 30D | +7.5% | +9.3% | -1.8% | +3.7% |
| 3M | +12.2% | +5.8% | +6.5% | +8.8% |
| 6M | +24.6% | +7.2% | +17.4% | +19.8% |
| YTD | +18.8% | +20.0% | -1.2% | +9.1% |
| 1Y | +19.3% | +25.4% | -6.0% | +7.6% |
| 3Y | +78.2% | +89.2% | -11.0% | +34.1% |
| 5Y | +38.8% | +134.6% | -95.8% | -4.9% |
| 10Y | +197.8% | +251.4% | -53.5% | +74.8% |
| All | +4,519.5% | +1,273.7% | +3,245.8% | +1,665.1% |
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