+373.3%
DXCM vs NCLH
-53.1%
+426.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.9% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -4.3% | +17.9% | -22.2% | -6.8% |
| 3M | -10.4% | -4.5% | -5.8% | -10.0% |
| 6M | +33.1% | +12.9% | +20.2% | +29.5% |
| YTD | +22.6% | -19.1% | +41.7% | +24.3% |
| 1Y | +36.5% | -4.6% | +41.2% | +34.7% |
| 3Y | -13.5% | +37.0% | -50.5% | -21.5% |
| 5Y | -49.6% | -29.5% | -20.1% | -52.3% |
| All | +373.3% | -53.1% | +426.4% | +372.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling