+13.5%
QCOM vs NCLH
-39.6%
+53.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.2% |
| 7D | +4.4% | -4.6% | +9.0% | +5.5% |
| 30D | +9.4% | -19.9% | +29.3% | +15.3% |
| 3M | -13.7% | -22.0% | +8.3% | -8.8% |
| 6M | +28.9% | -28.3% | +57.2% | +37.5% |
| YTD | +4.7% | -33.5% | +38.2% | +12.8% |
| 1Y | +13.5% | -41.5% | +55.0% | +28.4% |
| All | +13.5% | -39.6% | +53.1% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling