-1.0%
NCLH vs ILMN
+92.1%
-93.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.9% | +11.7% | +7.3% |
| 7D | +15.8% | -21.6% | +37.4% | +19.4% |
| 30D | +25.1% | -22.9% | +47.9% | +29.0% |
| 3M | -7.3% | +11.6% | -18.9% | -10.4% |
| 6M | +8.1% | +62.5% | -54.4% | -6.6% |
| YTD | -16.7% | +72.7% | -89.4% | -31.1% |
| 1Y | -1.0% | +93.9% | -94.9% | -21.9% |
| All | -1.0% | +92.1% | -93.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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