-16.3%
UNH vs NCLH
-10.7%
-5.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.4% |
| 7D | -4.5% | -4.8% | +0.3% | -4.4% |
| 30D | -6.5% | -21.7% | +15.1% | -6.0% |
| 3M | -6.0% | -22.2% | +16.3% | -5.5% |
| 6M | +33.7% | -27.5% | +61.2% | +34.5% |
| YTD | +16.4% | -33.6% | +50.0% | +17.2% |
| 1Y | +10.1% | -45.0% | +55.1% | +10.7% |
| 3Y | -16.3% | -11.0% | -5.3% | -14.2% |
| All | -16.3% | -10.7% | -5.6% | -14.2% |
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