-54.4%
NCLH vs FIVN
+282.0%
-336.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.8% | -2.9% |
| 7D | -4.6% | -9.6% | +5.0% | -2.4% |
| 30D | -19.9% | -11.9% | -8.0% | -17.8% |
| 3M | -22.0% | +40.1% | -62.0% | -28.9% |
| 6M | -28.3% | +68.3% | -96.6% | -38.9% |
| YTD | -33.5% | +51.5% | -84.9% | -42.3% |
| 1Y | -41.5% | +15.1% | -56.6% | -45.9% |
| 3Y | -8.9% | -55.6% | +46.7% | +0.7% |
| 5Y | -40.5% | -82.4% | +42.0% | -25.7% |
| 10Y | -57.0% | +114.5% | -171.4% | -63.9% |
| All | -54.4% | +282.0% | -336.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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