+23.9%
ISRG vs NCLH
-31.5%
+55.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.2% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | +4.2% | +17.9% | -13.7% | +0.3% |
| 3M | +9.6% | -4.5% | +14.2% | +10.3% |
| 6M | +1.9% | +12.9% | -11.0% | -1.9% |
| YTD | -22.3% | -19.1% | -3.2% | -20.5% |
| 1Y | -23.2% | -4.6% | -18.5% | -24.5% |
| 3Y | +58.5% | +37.0% | +21.5% | +35.1% |
| 5Y | +23.9% | -29.5% | +53.5% | +17.3% |
| All | +23.9% | -31.5% | +55.5% | +17.3% |
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