Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NVDA vs NCLH✓SelectedUSD · NCLHNVDA vs NCLH performance historyLatest closeAs of-0.91%09/09
Stock and ETF performance explorer

NVDA vs NCLH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79,666.9%
NCLH return
-40.8%
Excess return
+79,707.8%
Maximum drawdown
-66.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNCLHExcessAlpha
1D-0.9%-3.5%+2.6%0.0%
7D-0.3%-4.6%+4.3%+0.8%
30D+2.8%-19.9%+22.8%+8.4%
3M+7.4%-22.0%+29.4%+13.2%
6M+22.6%-28.3%+50.9%+30.9%
YTD+20.1%-33.5%+53.5%+29.2%
1Y+31.2%-41.5%+72.6%+44.5%
3Y+391.7%-8.9%+400.6%+364.7%
5Y+911.9%-40.5%+952.3%+903.3%
10Y+15,200.7%-57.0%+15,257.7%+14,278.3%
All+79,666.9%-40.8%+79,707.8%+76,456.9%

Cumulative growth

Daily Returns

Daily percentage return beside NCLH.

Daily Out/Under-Performance

Portfolio return minus NCLH return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × NCLH 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 NCLH 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