+433.0%
JNJ vs NCLH
-40.8%
+473.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.6% |
| 7D | -3.0% | -4.6% | +1.7% | -2.8% |
| 30D | +2.5% | -19.9% | +22.5% | +3.5% |
| 3M | +13.2% | -22.0% | +35.2% | +14.3% |
| 6M | +11.3% | -28.3% | +39.6% | +12.5% |
| YTD | +31.1% | -33.5% | +64.6% | +32.8% |
| 1Y | +54.3% | -41.5% | +95.8% | +56.9% |
| 3Y | +81.1% | -8.9% | +90.0% | +77.9% |
| 5Y | +82.7% | -40.5% | +123.2% | +80.0% |
| 10Y | +196.5% | -57.0% | +253.4% | +181.7% |
| All | +433.0% | -40.8% | +473.8% | +411.8% |
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 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