-56.6%
NCLH vs ILMN
+54.3%
-110.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | +0.2% | -2.9% | +3.1% | +1.4% |
| 30D | +20.8% | -23.8% | +44.6% | +32.7% |
| 3M | -8.1% | +7.5% | -15.6% | -13.9% |
| 6M | +11.8% | +42.8% | -30.9% | -8.2% |
| YTD | -19.5% | +57.8% | -77.4% | -37.7% |
| 1Y | -3.2% | +72.6% | -75.8% | -27.9% |
| 3Y | +37.1% | +129.3% | -92.2% | -16.4% |
| 5Y | -29.9% | -44.5% | +14.6% | -23.4% |
| All | -56.6% | +54.3% | -110.9% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling