+52.1%
JNJ vs NCLH
-42.7%
+94.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -3.5% | -4.8% | +1.3% | -3.4% |
| 30D | +2.3% | -21.7% | +24.0% | +3.0% |
| 3M | +12.0% | -22.2% | +34.2% | +12.9% |
| 6M | +10.5% | -27.5% | +38.0% | +11.6% |
| YTD | +30.4% | -33.6% | +64.0% | +31.6% |
| 1Y | +52.1% | -45.0% | +97.1% | +52.9% |
| All | +52.1% | -42.7% | +94.8% | +52.9% |
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