+541.3%
FERG vs NCLH
-40.8%
+582.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | +0.9% | -4.6% | +5.5% | +1.3% |
| 30D | -15.1% | -19.9% | +4.9% | -13.4% |
| 3M | -4.8% | -22.0% | +17.1% | -2.9% |
| 6M | -2.5% | -28.3% | +25.8% | 0.0% |
| YTD | +1.8% | -33.5% | +35.3% | +4.7% |
| 1Y | -0.3% | -41.5% | +41.1% | +3.3% |
| 3Y | +52.9% | -8.9% | +61.8% | +51.9% |
| 5Y | +69.3% | -40.5% | +109.8% | +67.2% |
| 10Y | +352.7% | -57.0% | +409.6% | +378.6% |
| All | +541.3% | -40.8% | +582.2% | +571.1% |
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