-21.0%
BSX vs NCLH
-12.2%
-8.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -4.0% |
| 7D | -8.2% | -6.5% | -1.7% | -7.6% |
| 30D | -15.8% | -22.1% | +6.3% | -13.9% |
| 3M | -10.8% | -18.7% | +7.9% | -9.4% |
| 6M | -38.4% | -28.4% | -10.0% | -36.7% |
| YTD | -54.8% | -34.7% | -20.1% | -53.3% |
| 1Y | -59.0% | -42.7% | -16.3% | -57.2% |
| All | -21.0% | -12.2% | -8.8% | -20.9% |
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