+251.9%
QCOM vs NCLH
-53.1%
+305.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +1.1% |
| 7D | +13.0% | +1.7% | +11.3% | +12.6% |
| 30D | +0.2% | +17.9% | -17.7% | -3.1% |
| 3M | +9.2% | -4.5% | +13.8% | +10.0% |
| 6M | -15.0% | +12.9% | -27.9% | -17.5% |
| YTD | +5.2% | -19.1% | +24.3% | +7.8% |
| 1Y | +2.4% | -4.6% | +7.0% | +1.3% |
| 3Y | +52.0% | +37.0% | +14.9% | +36.3% |
| 5Y | +19.7% | -29.5% | +49.3% | +14.2% |
| All | +251.9% | -53.1% | +305.0% | +249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling