-2.8%
BSX vs NCLH
-40.4%
+37.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -10.1% | -4.8% | -5.3% | -9.5% |
| 30D | -16.4% | -21.7% | +5.3% | -13.9% |
| 3M | -8.9% | -22.2% | +13.4% | -6.4% |
| 6M | -38.3% | -27.5% | -10.7% | -36.3% |
| YTD | -54.9% | -33.6% | -21.3% | -53.2% |
| 1Y | -58.8% | -45.0% | -13.8% | -56.3% |
| 3Y | -21.2% | -11.0% | -10.2% | -24.3% |
| All | -2.8% | -40.4% | +37.6% | -3.8% |
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