+23.9%
BMY vs NCLH
-42.0%
+66.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -6.4% | -6.5% | +0.2% | -6.0% |
| 30D | +0.2% | -22.1% | +22.3% | +1.5% |
| 3M | +16.0% | -18.7% | +34.6% | +17.0% |
| 6M | +8.3% | -28.4% | +36.7% | +9.8% |
| YTD | +22.2% | -34.7% | +56.9% | +24.2% |
| 1Y | +41.7% | -42.7% | +84.4% | +44.6% |
| 3Y | +20.7% | -10.6% | +31.3% | +19.7% |
| 5Y | +23.9% | -40.7% | +64.7% | +23.7% |
| All | +23.9% | -42.0% | +66.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling