+36.5%
DXCM vs NCLH
-4.2%
+40.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.8% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | -4.3% | +17.9% | -22.2% | -6.2% |
| 3M | -10.4% | -4.5% | -5.8% | -9.9% |
| 6M | +33.1% | +12.9% | +20.2% | +30.2% |
| YTD | +22.6% | -19.1% | +41.7% | +22.9% |
| 1Y | +36.5% | -4.6% | +41.2% | +34.0% |
| All | +36.5% | -4.2% | +40.8% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling