-40.1%
NCLH vs NVMI
+4,319.0%
-4,359.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -4.6% | +6.9% | -11.6% | -7.4% |
| 30D | -19.9% | -2.8% | -17.1% | -19.3% |
| 3M | -22.0% | -27.3% | +5.4% | -13.3% |
| 6M | -28.3% | -13.7% | -14.6% | -27.2% |
| YTD | -33.5% | +13.8% | -47.3% | -41.3% |
| 1Y | -41.5% | +34.9% | -76.3% | -52.8% |
| 3Y | -8.9% | +213.5% | -222.4% | -56.5% |
| 5Y | -40.5% | +272.5% | -312.9% | -74.3% |
| 10Y | -57.0% | +3,142.4% | -3,199.4% | -91.7% |
| All | -40.1% | +4,319.0% | -4,359.1% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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