-58.0%
NCLH vs VEEV
+556.2%
-614.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -4.8% | -4.6% | -0.2% | -3.4% |
| 30D | -21.7% | +8.6% | -30.3% | -24.1% |
| 3M | -22.2% | +62.4% | -84.7% | -33.8% |
| 6M | -27.5% | +40.3% | -67.8% | -35.9% |
| YTD | -33.6% | +17.5% | -51.1% | -38.0% |
| 1Y | -45.0% | -6.1% | -38.9% | -45.1% |
| 3Y | -11.0% | +16.7% | -27.7% | -19.0% |
| 5Y | -39.7% | -13.3% | -26.4% | -44.2% |
| All | -58.0% | +556.2% | -614.1% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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