-11.0%
NCLH vs UTHR
+121.0%
-132.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.8% |
| 7D | -4.8% | +1.9% | -6.8% | -5.0% |
| 30D | -21.7% | -2.9% | -18.8% | -21.5% |
| 3M | -22.2% | -8.9% | -13.4% | -21.6% |
| 6M | -27.5% | -8.7% | -18.8% | -27.0% |
| YTD | -33.6% | +2.0% | -35.6% | -34.1% |
| 1Y | -45.0% | +22.8% | -67.8% | -46.4% |
| 3Y | -11.0% | +120.6% | -131.7% | -8.3% |
| All | -11.0% | +121.0% | -132.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 3y: compounded portfolio wealth divided by compounded UTHR 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…
3y analysis · Full analysis span regression · 6 months rolling