-40.7%
NCLH vs UTHR
+138.8%
-179.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -6.5% | +2.8% | -9.3% | -6.9% |
| 30D | -22.1% | -2.3% | -19.8% | -21.9% |
| 3M | -18.7% | -7.4% | -11.3% | -17.9% |
| 6M | -28.4% | -6.0% | -22.4% | -28.0% |
| YTD | -34.7% | +3.4% | -38.1% | -35.5% |
| 1Y | -42.7% | +27.1% | -69.8% | -45.3% |
| 3Y | -10.6% | +123.8% | -134.4% | -24.1% |
| 5Y | -40.7% | +139.6% | -180.4% | -54.5% |
| All | -40.7% | +138.8% | -179.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling