+104.5%
FTNT vs NCLH
-38.5%
+143.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.8% | -6.5% | +0.6% | -5.7% |
| 30D | -4.8% | -23.3% | +18.5% | -4.0% |
| 3M | +4.4% | -18.6% | +23.0% | +5.0% |
| 6M | +88.8% | -26.2% | +115.0% | +90.7% |
| YTD | +96.8% | -30.2% | +127.1% | +99.4% |
| 1Y | +104.5% | -39.2% | +143.6% | +109.4% |
| All | +104.5% | -38.5% | +143.0% | +109.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling