-41.4%
NCLH vs IQV
-0.1%
-41.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.7% |
| 7D | -4.8% | -2.2% | -2.6% | -3.6% |
| 30D | -21.7% | +8.3% | -30.0% | -25.3% |
| 3M | -22.2% | +44.6% | -66.8% | -38.0% |
| 6M | -27.5% | +52.6% | -80.1% | -44.7% |
| YTD | -33.6% | +16.1% | -49.7% | -40.6% |
| 1Y | -45.0% | +37.3% | -82.3% | -56.1% |
| 3Y | -11.0% | +21.6% | -32.6% | -26.7% |
| All | -41.4% | -0.1% | -41.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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