+115.8%
FCX vs NCLH
-40.4%
+156.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -2.3% | -4.8% | +2.5% | -0.9% |
| 30D | +2.7% | -21.7% | +24.3% | +9.8% |
| 3M | +7.4% | -22.2% | +29.6% | +14.1% |
| 6M | +16.0% | -27.5% | +43.6% | +25.2% |
| YTD | +40.9% | -33.6% | +74.5% | +53.6% |
| 1Y | +56.4% | -45.0% | +101.4% | +78.9% |
| 3Y | +84.2% | -11.0% | +95.3% | +73.8% |
| All | +115.8% | -40.4% | +156.2% | +109.7% |
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