+60.7%
BMY vs NCLH
-56.9%
+117.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -4.8% | -4.8% | +0.1% | -4.5% |
| 30D | -0.1% | -21.7% | +21.6% | +1.5% |
| 3M | +13.1% | -22.2% | +35.4% | +14.7% |
| 6M | +8.4% | -27.5% | +35.9% | +10.2% |
| YTD | +22.0% | -33.6% | +55.6% | +24.4% |
| 1Y | +40.3% | -45.0% | +85.3% | +44.6% |
| 3Y | +20.5% | -11.0% | +31.6% | +18.5% |
| 5Y | +23.7% | -39.7% | +63.5% | +21.8% |
| All | +60.7% | -56.9% | +117.7% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling