-2.5%
IBM vs NCLH
-38.5%
+36.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -6.5% | +6.2% | +0.8% |
| 30D | +0.3% | -23.3% | +23.6% | +4.6% |
| 3M | -21.6% | -18.6% | -3.0% | -19.2% |
| 6M | -4.7% | -26.2% | +21.5% | -1.0% |
| YTD | -19.1% | -30.2% | +11.2% | -15.5% |
| 1Y | -2.5% | -39.2% | +36.7% | +1.8% |
| All | -2.5% | -38.5% | +36.0% | +1.8% |
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