+187.2%
ABBV vs NCLH
-42.0%
+229.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | -2.0% | -6.5% | +4.5% | -1.7% |
| 30D | +2.0% | -22.1% | +24.0% | +3.0% |
| 3M | +14.2% | -18.7% | +32.9% | +15.0% |
| 6M | +14.1% | -28.4% | +42.5% | +15.4% |
| YTD | +14.2% | -34.7% | +49.0% | +15.8% |
| 1Y | +24.2% | -42.7% | +66.9% | +26.5% |
| 3Y | +89.8% | -10.6% | +100.4% | +87.3% |
| 5Y | +187.2% | -40.7% | +227.9% | +181.9% |
| All | +187.2% | -42.0% | +229.2% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling