-20.6%
FISV vs NCLH
-23.5%
+2.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -3.7% |
| 7D | -6.4% | -4.6% | -1.8% | -5.6% |
| 30D | -6.8% | -19.9% | +13.1% | -3.2% |
| 3M | -10.0% | -22.0% | +12.0% | -6.5% |
| 6M | -20.6% | -28.3% | +7.7% | -15.3% |
| All | -20.6% | -23.5% | +2.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling