-45.0%
NCLH vs TEVA
+89.1%
-134.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | -4.8% | +2.0% | -6.8% | -5.3% |
| 30D | -21.7% | +1.0% | -22.6% | -21.9% |
| 3M | -22.2% | +7.3% | -29.6% | -23.7% |
| 6M | -27.5% | +21.7% | -49.3% | -32.1% |
| YTD | -33.6% | +18.8% | -52.4% | -37.3% |
| 1Y | -45.0% | +86.5% | -131.5% | -49.2% |
| All | -45.0% | +89.1% | -134.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling