+294.7%
QCOM vs NCLH
-25.0%
+319.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +2.0% | +1.2% | +0.8% | +1.8% |
| 30D | +1.2% | +22.6% | -21.4% | -2.8% |
| 3M | +9.1% | +0.6% | +8.5% | +8.8% |
| 6M | -25.0% | +13.5% | -38.5% | -27.3% |
| YTD | +4.8% | -15.7% | +20.5% | +6.6% |
| 1Y | +3.6% | 0.0% | +3.6% | +1.6% |
| 3Y | +51.5% | +42.8% | +8.7% | +34.6% |
| 5Y | +19.7% | -28.4% | +48.2% | +13.9% |
| 10Y | +245.8% | -51.0% | +296.8% | +214.0% |
| All | +294.7% | -25.0% | +319.7% | +250.7% |
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 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