+571.0%
BSX vs NCLH
-40.8%
+611.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.5% |
| 7D | -7.0% | -4.6% | -2.4% | -6.3% |
| 30D | -10.9% | -19.9% | +9.0% | -7.7% |
| 3M | -8.2% | -22.0% | +13.8% | -4.9% |
| 6M | -37.5% | -28.3% | -9.2% | -34.8% |
| YTD | -52.8% | -33.5% | -19.4% | -50.6% |
| 1Y | -58.4% | -41.5% | -16.9% | -55.7% |
| 3Y | -16.5% | -8.9% | -7.6% | -21.0% |
| 5Y | -1.0% | -40.5% | +39.5% | -4.9% |
| 10Y | +91.2% | -57.0% | +148.2% | +67.5% |
| All | +571.0% | -40.8% | +611.9% | +494.0% |
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