-37.0%
NCLH vs ILMN
-52.9%
+15.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.2% |
| 7D | -0.3% | +1.9% | -2.2% | -1.1% |
| 30D | -20.1% | +12.3% | -32.3% | -24.2% |
| 3M | -17.0% | +33.5% | -50.6% | -27.5% |
| 6M | -23.2% | +69.4% | -92.6% | -39.7% |
| YTD | -31.0% | +60.9% | -92.0% | -45.3% |
| 1Y | -37.3% | +115.0% | -152.2% | -57.3% |
| 3Y | -5.6% | +37.0% | -42.6% | -24.9% |
| 5Y | -37.0% | -53.1% | +16.2% | -30.2% |
| All | -37.0% | -52.9% | +15.9% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling