+52.1%
QCOM vs NCLH
+38.1%
+14.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +2.9% |
| 7D | +5.8% | +2.7% | +3.1% | +5.1% |
| 30D | -2.3% | +18.4% | -20.7% | -6.7% |
| 3M | +2.7% | -4.3% | +7.0% | +3.6% |
| 6M | -21.0% | +7.9% | -28.9% | -23.4% |
| YTD | +1.8% | -17.4% | +19.2% | +4.4% |
| 1Y | +2.4% | -3.4% | +5.8% | 0.0% |
| 3Y | +52.1% | +44.4% | +7.7% | +29.1% |
| All | +52.1% | +38.1% | +14.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling