+21.5%
BX vs NCLH
-12.2%
+33.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.2% |
| 7D | -8.9% | -6.5% | -2.4% | -6.9% |
| 30D | -14.8% | -22.1% | +7.3% | -7.9% |
| 3M | +6.9% | -18.7% | +25.6% | +13.2% |
| 6M | +16.3% | -28.4% | +44.7% | +27.0% |
| YTD | -16.1% | -34.7% | +18.6% | -7.0% |
| 1Y | -26.8% | -42.7% | +15.9% | -15.7% |
| All | +21.5% | -12.2% | +33.7% | +12.3% |
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