+415.6%
AZN vs NCLH
-42.0%
+457.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | -3.1% | -6.5% | +3.4% | -2.7% |
| 30D | +0.6% | -22.1% | +22.6% | +2.1% |
| 3M | -10.8% | -18.7% | +7.9% | -9.9% |
| 6M | -18.1% | -28.4% | +10.3% | -16.8% |
| YTD | -12.3% | -34.7% | +22.5% | -10.5% |
| 1Y | -0.2% | -42.7% | +42.5% | +2.4% |
| 3Y | +23.4% | -10.6% | +34.0% | +21.0% |
| 5Y | +56.4% | -40.7% | +97.1% | +53.4% |
| 10Y | +225.7% | -57.8% | +283.4% | +206.1% |
| All | +415.6% | -42.0% | +457.6% | +397.3% |
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