+38.6%
GILD vs NCLH
-3.5%
+42.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -2.2% | +2.0% | -4.2% | -2.3% |
| 30D | +13.6% | +19.1% | -5.4% | +12.4% |
| 3M | +28.3% | -7.5% | +35.7% | +28.6% |
| 6M | +23.9% | +1.0% | +23.0% | +23.6% |
| YTD | +38.4% | -19.7% | +58.1% | +37.6% |
| 1Y | +38.6% | -1.8% | +40.3% | +34.3% |
| All | +38.6% | -3.5% | +42.1% | +34.3% |
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 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