+4,060.5%
ECL vs NVS
+1,269.4%
+2,791.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | -2.6% | +4.0% | -6.6% | -4.3% |
| 30D | -2.2% | +3.6% | -5.8% | -3.7% |
| 3M | +10.1% | +7.8% | +2.3% | +6.4% |
| 6M | -5.7% | -0.2% | -5.6% | -6.0% |
| YTD | +7.0% | +19.6% | -12.6% | -0.9% |
| 1Y | +2.7% | +28.4% | -25.7% | -7.8% |
| 3Y | +57.7% | +76.2% | -18.5% | +22.9% |
| 5Y | +31.1% | +111.1% | -79.9% | -5.7% |
| 10Y | +150.9% | +224.3% | -73.4% | +52.5% |
| All | +4,060.5% | +1,269.4% | +2,791.1% | +1,501.8% |
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