+92.9%
FTNT vs NCLH
-42.7%
+135.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | -0.1% | -4.8% | +4.7% | 0.0% |
| 30D | -3.0% | -21.7% | +18.7% | -2.2% |
| 3M | +7.6% | -22.2% | +29.8% | +8.4% |
| 6M | +87.0% | -27.5% | +114.5% | +88.9% |
| YTD | +96.5% | -33.6% | +130.1% | +99.5% |
| 1Y | +92.9% | -45.0% | +137.9% | +108.4% |
| All | +92.9% | -42.7% | +135.6% | +108.4% |
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