+51.8%
FTNT vs NCLH
-8.8%
+60.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +1.6% |
| 7D | -25.7% | +15.8% | -41.5% | -24.5% |
| 30D | -29.7% | +25.1% | -54.8% | -28.6% |
| 3M | -23.1% | -7.3% | -15.8% | -21.7% |
| 6M | +45.0% | +8.1% | +36.9% | +48.0% |
| YTD | +62.9% | -16.7% | +79.6% | +67.2% |
| 1Y | +51.8% | -1.0% | +52.8% | +52.1% |
| All | +51.8% | -8.8% | +60.7% | +52.1% |
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 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