-58.0%
NCLH vs NVS
+179.5%
-237.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -14.3% | +9.5% | +2.5% |
| 30D | -21.7% | -10.0% | -11.7% | -18.3% |
| 3M | -22.2% | -10.9% | -11.4% | -18.8% |
| 6M | -27.5% | -12.0% | -15.6% | -23.5% |
| YTD | -33.6% | +2.5% | -36.1% | -35.5% |
| 1Y | -45.0% | +10.7% | -55.7% | -48.9% |
| 3Y | -11.0% | +53.3% | -64.3% | -34.2% |
| 5Y | -39.7% | +93.6% | -133.3% | -63.0% |
| All | -58.0% | +179.5% | -237.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling