+504.9%
ABBV vs NCLH
-56.9%
+561.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +0.3% | -4.8% | +5.1% | +0.6% |
| 30D | +3.4% | -21.7% | +25.0% | +4.9% |
| 3M | +15.2% | -22.2% | +37.5% | +16.8% |
| 6M | +14.7% | -27.5% | +42.2% | +16.5% |
| YTD | +15.2% | -33.6% | +48.8% | +17.3% |
| 1Y | +20.4% | -45.0% | +65.4% | +23.8% |
| 3Y | +91.3% | -11.0% | +102.4% | +87.7% |
| 5Y | +189.6% | -39.7% | +229.3% | +184.1% |
| All | +504.9% | -56.9% | +561.8% | +540.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling