+283.3%
QCOM vs NCLH
-26.6%
+309.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.1% |
| 7D | +5.8% | +2.7% | +3.1% | +5.3% |
| 30D | -2.3% | +18.4% | -20.7% | -5.6% |
| 3M | +2.7% | -4.3% | +7.0% | +3.4% |
| 6M | -21.0% | +7.9% | -28.9% | -22.7% |
| YTD | +1.8% | -17.4% | +19.2% | +3.9% |
| 1Y | +2.4% | -3.4% | +5.8% | +1.1% |
| 3Y | +52.1% | +44.4% | +7.7% | +35.0% |
| 5Y | +14.6% | -33.7% | +48.4% | +10.5% |
| 10Y | +230.9% | -48.1% | +279.0% | +196.6% |
| All | +283.3% | -26.6% | +309.9% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling