+1,420.0%
BX vs NCLH
-38.7%
+1,458.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.3% | -20.1% | +17.7% | +3.6% |
| 3M | +18.5% | -17.0% | +35.6% | +23.8% |
| 6M | +23.7% | -23.2% | +47.0% | +31.0% |
| YTD | -10.4% | -31.0% | +20.7% | -3.4% |
| 1Y | -19.6% | -37.3% | +17.7% | -11.7% |
| 3Y | +30.8% | -5.6% | +36.4% | +24.0% |
| 5Y | +24.3% | -37.0% | +61.3% | +22.0% |
| 10Y | +679.5% | -55.3% | +734.7% | +579.6% |
| All | +1,420.0% | -38.7% | +1,458.7% | +1,076.7% |
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