-73.0%
NCLH vs ZM
+48.4%
-121.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | -0.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | -20.1% | -7.7% | -12.3% | -19.3% |
| 3M | -17.0% | -4.7% | -12.4% | -16.7% |
| 6M | -23.2% | +24.4% | -47.7% | -25.9% |
| YTD | -31.0% | +11.8% | -42.8% | -32.8% |
| 1Y | -37.3% | +13.4% | -50.6% | -39.0% |
| 3Y | -5.6% | +33.8% | -39.4% | -10.2% |
| 5Y | -37.0% | -67.2% | +30.2% | -47.8% |
| All | -73.0% | +48.4% | -121.3% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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