-41.5%
NCLH vs ILMN
+108.3%
-149.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.1% |
| 7D | -4.6% | -3.9% | -0.8% | -4.1% |
| 30D | -19.9% | +6.9% | -26.8% | -20.8% |
| 3M | -22.0% | +28.1% | -50.1% | -25.8% |
| 6M | -28.3% | +65.0% | -93.2% | -34.8% |
| YTD | -33.5% | +56.3% | -89.8% | -39.3% |
| 1Y | -41.5% | +108.7% | -150.2% | -47.4% |
| All | -41.5% | +108.3% | -149.8% | -47.4% |
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