+435.0%
GILD vs NCLH
-41.0%
+476.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -4.8% | -4.8% | 0.0% | -4.5% |
| 30D | +5.8% | -21.7% | +27.4% | +7.3% |
| 3M | +14.9% | -22.2% | +37.2% | +16.4% |
| 6M | -0.4% | -27.5% | +27.2% | +1.2% |
| YTD | +18.5% | -33.6% | +52.1% | +20.6% |
| 1Y | +25.1% | -45.0% | +70.1% | +28.5% |
| 3Y | +105.9% | -11.0% | +116.9% | +102.5% |
| 5Y | +143.0% | -39.7% | +182.7% | +138.8% |
| 10Y | +162.4% | -57.0% | +219.4% | +159.6% |
| All | +435.0% | -41.0% | +476.0% | +406.1% |
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 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