+36.2%
QCOM vs NCLH
-38.4%
+74.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +3.5% |
| 7D | +5.1% | -0.3% | +5.3% | +5.1% |
| 30D | +4.3% | -20.1% | +24.3% | +10.6% |
| 3M | -19.6% | -17.0% | -2.6% | -16.0% |
| 6M | +29.5% | -23.2% | +52.7% | +37.0% |
| YTD | +3.4% | -31.0% | +34.4% | +11.5% |
| 1Y | +10.9% | -37.3% | +48.2% | +21.9% |
| 3Y | +74.8% | -5.6% | +80.4% | +62.3% |
| 5Y | +36.2% | -37.0% | +73.2% | +26.5% |
| All | +36.2% | -38.4% | +74.6% | +26.5% |
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