+20.7%
BMY vs NCLH
-12.2%
+32.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -6.4% | -6.5% | +0.2% | -5.9% |
| 30D | +0.2% | -22.1% | +22.3% | +2.0% |
| 3M | +16.0% | -18.7% | +34.6% | +17.3% |
| 6M | +8.3% | -28.4% | +36.7% | +10.4% |
| YTD | +22.2% | -34.7% | +56.9% | +24.9% |
| 1Y | +41.7% | -42.7% | +84.4% | +45.7% |
| All | +20.7% | -12.2% | +32.9% | +13.9% |
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