+260.9%
DXCM vs NCLH
-56.8%
+317.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -6.5% | -4.6% | -1.9% | -5.8% |
| 30D | -4.3% | -19.9% | +15.6% | -1.0% |
| 3M | +7.3% | -22.0% | +29.2% | +11.1% |
| 6M | +22.0% | -28.3% | +50.3% | +27.4% |
| YTD | +26.4% | -33.5% | +59.9% | +32.5% |
| 1Y | +7.0% | -41.5% | +48.5% | +13.9% |
| 3Y | -19.6% | -8.9% | -10.7% | -22.4% |
| 5Y | -39.3% | -40.5% | +1.2% | -40.8% |
| 10Y | +260.9% | -57.0% | +317.9% | +228.9% |
| All | +260.9% | -56.8% | +317.8% | +228.9% |
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