-1.0%
ISRG vs NCLH
-39.0%
+38.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | -5.0% | -4.6% | -0.4% | -4.0% |
| 30D | -10.2% | -19.9% | +9.7% | -5.7% |
| 3M | -17.2% | -22.0% | +4.8% | -13.0% |
| 6M | -28.4% | -28.3% | -0.1% | -23.8% |
| YTD | -37.6% | -33.5% | -4.2% | -33.1% |
| 1Y | -24.4% | -41.5% | +17.0% | -17.1% |
| 3Y | +18.4% | -8.9% | +27.3% | +11.1% |
| 5Y | -1.0% | -40.5% | +39.5% | -4.8% |
| All | -1.0% | -39.0% | +38.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling