-40.1%
NCLH vs ZBH
+48.9%
-89.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | -4.6% | -4.9% | +0.3% | -0.9% |
| 30D | -19.9% | -3.2% | -16.7% | -17.9% |
| 3M | -22.0% | +5.8% | -27.8% | -25.8% |
| 6M | -28.3% | +2.0% | -30.3% | -30.7% |
| YTD | -33.5% | +5.8% | -39.2% | -38.1% |
| 1Y | -41.5% | -7.9% | -33.5% | -40.5% |
| 3Y | -8.9% | -19.4% | +10.5% | -1.5% |
| 5Y | -40.5% | -29.5% | -11.0% | -27.3% |
| 10Y | -57.0% | -15.5% | -41.4% | -53.5% |
| All | -40.1% | +48.9% | -89.0% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling