-37.9%
NCLH vs UTHR
+850.0%
-887.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | -20.1% | -7.6% | -12.5% | -18.7% |
| 3M | -17.0% | -8.6% | -8.5% | -15.5% |
| 6M | -23.2% | +4.1% | -27.4% | -24.6% |
| YTD | -31.0% | +2.2% | -33.2% | -32.2% |
| 1Y | -37.3% | +26.2% | -63.5% | -41.5% |
| 3Y | -5.6% | +121.2% | -126.8% | -26.5% |
| 5Y | -37.0% | +136.5% | -173.5% | -52.9% |
| 10Y | -55.3% | +300.1% | -355.4% | -73.0% |
| All | -37.9% | +850.0% | -887.9% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling