+374.7%
ISRG vs NCLH
-57.7%
+432.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.4% |
| 7D | -2.5% | -6.5% | +4.0% | -1.3% |
| 30D | -10.2% | -22.1% | +11.9% | -5.7% |
| 3M | -12.5% | -18.7% | +6.2% | -9.3% |
| 6M | -25.8% | -28.4% | +2.6% | -21.6% |
| YTD | -36.4% | -34.7% | -1.6% | -32.1% |
| 1Y | -19.9% | -42.7% | +22.8% | -12.8% |
| 3Y | +20.9% | -10.6% | +31.5% | +15.7% |
| 5Y | +5.7% | -40.7% | +46.4% | +3.2% |
| All | +374.7% | -57.7% | +432.4% | +361.5% |
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