-41.4%
NCLH vs ZBH
-28.6%
-12.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | -4.8% | -4.7% | -0.1% | -2.1% |
| 30D | -21.7% | -4.5% | -17.2% | -19.5% |
| 3M | -22.2% | +7.6% | -29.8% | -25.7% |
| 6M | -27.5% | +0.3% | -27.8% | -28.2% |
| YTD | -33.6% | +4.5% | -38.1% | -36.3% |
| 1Y | -45.0% | -9.4% | -35.6% | -43.2% |
| 3Y | -11.0% | -21.5% | +10.4% | -0.5% |
| All | -41.4% | -28.6% | -12.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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