+799.5%
UNH vs NCLH
-40.8%
+840.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.6% |
| 7D | -1.7% | -4.6% | +3.0% | -1.2% |
| 30D | -3.8% | -19.9% | +16.1% | -1.7% |
| 3M | -4.3% | -22.0% | +17.7% | -2.2% |
| 6M | +38.6% | -28.3% | +66.9% | +42.3% |
| YTD | +20.7% | -33.5% | +54.1% | +24.2% |
| 1Y | +16.0% | -41.5% | +57.5% | +20.7% |
| 3Y | -13.5% | -8.9% | -4.6% | -16.8% |
| 5Y | +3.5% | -40.5% | +44.0% | +0.1% |
| 10Y | +245.3% | -57.0% | +302.3% | +202.4% |
| All | +799.5% | -40.8% | +840.3% | +651.6% |
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