-44.9%
BMNR vs NCLH
-8.8%
-36.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.8% | -0.9% | +4.5% |
| 7D | -1.5% | +15.8% | -17.3% | -4.5% |
| 30D | -18.9% | +25.1% | -44.0% | -22.6% |
| 3M | +20.1% | -7.3% | +27.4% | +21.4% |
| 6M | -4.7% | +8.1% | -12.8% | -8.4% |
| YTD | -20.0% | -16.7% | -3.3% | -22.4% |
| 1Y | -44.9% | -1.0% | -43.9% | -48.5% |
| All | -44.9% | -8.8% | -36.1% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling