-3.1%
NVO vs NCLH
-40.4%
+37.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.3% |
| 7D | -7.6% | -4.8% | -2.8% | -7.2% |
| 30D | -6.0% | -21.7% | +15.7% | -4.1% |
| 3M | -0.8% | -22.2% | +21.5% | +1.1% |
| 6M | +16.5% | -27.5% | +44.0% | +19.0% |
| YTD | -11.1% | -33.6% | +22.5% | -8.7% |
| 1Y | -16.7% | -45.0% | +28.3% | -13.6% |
| 3Y | -52.9% | -11.0% | -41.9% | -53.7% |
| All | -3.1% | -40.4% | +37.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling