+1,042.9%
ABBV vs NCLH
-40.8%
+1,083.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.1% |
| 7D | -4.1% | -4.6% | +0.5% | -3.8% |
| 30D | +1.2% | -19.9% | +21.1% | +2.8% |
| 3M | +12.1% | -22.0% | +34.1% | +13.9% |
| 6M | +12.0% | -28.3% | +40.3% | +14.3% |
| YTD | +12.4% | -33.5% | +45.9% | +15.0% |
| 1Y | +22.9% | -41.5% | +64.4% | +26.7% |
| 3Y | +86.8% | -8.9% | +95.6% | +81.9% |
| 5Y | +181.0% | -40.5% | +221.5% | +174.6% |
| 10Y | +497.0% | -57.0% | +553.9% | +458.5% |
| All | +1,042.9% | -40.8% | +1,083.8% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling