+192.9%
BMY vs NCLH
-38.7%
+231.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | 0.0% | -20.1% | +20.0% | +1.6% |
| 3M | +17.7% | -17.0% | +34.8% | +19.1% |
| 6M | +9.6% | -23.2% | +32.9% | +11.2% |
| YTD | +24.0% | -31.0% | +55.0% | +26.4% |
| 1Y | +45.1% | -37.3% | +82.4% | +48.7% |
| 3Y | +22.5% | -5.6% | +28.1% | +19.6% |
| 5Y | +22.3% | -37.0% | +59.3% | +19.6% |
| 10Y | +62.0% | -55.3% | +117.2% | +53.0% |
| All | +192.9% | -38.7% | +231.6% | +173.0% |
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