+65.7%
AMGN vs NCLH
-8.8%
+74.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.0% | +2.9% |
| 7D | +5.9% | +15.8% | -9.9% | +4.0% |
| 30D | +18.7% | +25.1% | -6.3% | +15.6% |
| 3M | +23.4% | -7.3% | +30.7% | +24.1% |
| 6M | +49.7% | +8.1% | +41.6% | +47.3% |
| YTD | +49.2% | -16.7% | +65.8% | +50.3% |
| 1Y | +65.7% | -1.0% | +66.8% | +63.9% |
| All | +65.7% | -8.8% | +74.6% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling