+139.5%
FISV vs NCLH
-40.8%
+180.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -10.0% | -22.0% | +12.0% | -6.3% |
| 6M | -20.6% | -28.3% | +7.7% | -16.7% |
| YTD | -27.6% | -33.5% | +5.9% | -23.4% |
| 1Y | -64.3% | -41.5% | -22.9% | -61.6% |
| 3Y | -60.0% | -8.9% | -51.1% | -61.7% |
| 5Y | -57.7% | -40.5% | -17.2% | -58.8% |
| 10Y | -3.0% | -57.0% | +54.0% | -17.5% |
| All | +139.5% | -40.8% | +180.4% | +96.2% |
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 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