+2,278.9%
DXCM vs NCLH
-38.0%
+2,316.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.2% | -6.5% | +3.3% | -2.1% |
| 30D | +6.3% | -23.3% | +29.6% | +11.1% |
| 3M | +21.1% | -18.6% | +39.7% | +24.8% |
| 6M | +20.6% | -26.2% | +46.8% | +25.8% |
| YTD | +32.4% | -30.2% | +62.7% | +38.3% |
| 1Y | +8.8% | -39.2% | +48.0% | +15.7% |
| 3Y | -13.7% | -5.1% | -8.7% | -17.7% |
| 5Y | -35.2% | -36.8% | +1.6% | -37.3% |
| 10Y | +281.8% | -56.3% | +338.1% | +246.4% |
| All | +2,278.9% | -38.0% | +2,316.9% | +2,187.8% |
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