+112.5%
IBM vs NCLH
-38.0%
+150.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -6.5% | +6.2% | +0.7% |
| 30D | +0.3% | -23.3% | +23.6% | +4.2% |
| 3M | -21.6% | -18.6% | -3.0% | -19.5% |
| 6M | -4.7% | -26.2% | +21.5% | -1.2% |
| YTD | -19.1% | -30.2% | +11.2% | -15.7% |
| 1Y | -2.5% | -39.2% | +36.7% | +3.1% |
| 3Y | +74.2% | -5.1% | +79.2% | +67.0% |
| 5Y | +113.1% | -36.8% | +149.9% | +105.9% |
| 10Y | +133.5% | -56.3% | +189.8% | +108.6% |
| All | +112.5% | -38.0% | +150.5% | +80.2% |
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