-1.0%
NCLH vs FIS
-50.5%
+49.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -23.7% | +30.4% | +10.4% |
| 7D | +15.8% | -18.4% | +34.2% | +16.9% |
| 30D | +25.1% | -11.4% | +36.5% | +22.3% |
| 3M | -7.3% | -32.0% | +24.7% | +0.3% |
| 6M | +8.1% | -35.6% | +43.7% | +19.5% |
| YTD | -16.7% | -53.8% | +37.1% | +15.9% |
| 1Y | -1.0% | -51.1% | +50.1% | +34.2% |
| All | -1.0% | -50.5% | +49.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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