-37.2%
NCLH vs ILMN
+327.5%
-364.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.4% |
| 7D | -6.5% | +1.2% | -7.7% | -6.9% |
| 30D | -23.3% | +9.2% | -32.5% | -26.0% |
| 3M | -18.6% | +29.8% | -48.5% | -26.9% |
| 6M | -26.2% | +69.2% | -95.4% | -40.2% |
| YTD | -30.2% | +66.4% | -96.6% | -43.6% |
| 1Y | -39.2% | +123.4% | -162.6% | -56.8% |
| 3Y | -5.1% | +33.2% | -38.2% | -21.4% |
| 5Y | -36.8% | -52.0% | +15.2% | -28.1% |
| 10Y | -56.3% | +33.6% | -89.9% | -64.0% |
| All | -37.2% | +327.5% | -364.7% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling