-57.6%
FISV vs NCLH
-10.7%
-46.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.1% |
| 7D | -2.7% | -4.8% | +2.1% | -1.8% |
| 30D | 0.0% | -21.7% | +21.7% | +4.3% |
| 3M | -2.8% | -22.2% | +19.5% | +1.1% |
| 6M | -11.8% | -27.5% | +15.7% | -7.7% |
| YTD | -23.2% | -33.6% | +10.4% | -18.8% |
| 1Y | -62.0% | -45.0% | -17.0% | -58.8% |
| 3Y | -57.6% | -11.0% | -46.6% | -58.2% |
| All | -57.6% | -10.7% | -46.9% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling