-50.4%
NCLH vs VEEV
+586.3%
-636.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | -4.6% | -7.1% | +2.5% | -2.8% |
| 30D | -19.9% | +11.1% | -31.1% | -22.5% |
| 3M | -22.0% | +55.5% | -77.5% | -31.1% |
| 6M | -28.3% | +33.4% | -61.6% | -34.4% |
| YTD | -33.5% | +16.8% | -50.3% | -37.1% |
| 1Y | -41.5% | -7.7% | -33.7% | -41.3% |
| 3Y | -8.9% | +18.4% | -27.3% | -15.9% |
| 5Y | -40.5% | -14.8% | -25.6% | -43.2% |
| 10Y | -57.0% | +546.5% | -603.5% | -72.9% |
| All | -50.4% | +586.3% | -636.7% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling