-1.0%
NCLH vs BAX
+46.0%
-47.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.8% | +5.7% |
| 7D | +15.8% | +4.1% | +11.7% | +14.1% |
| 30D | +25.1% | +9.4% | +15.7% | +21.0% |
| 3M | -7.3% | -6.5% | -0.8% | -5.3% |
| 6M | +8.1% | +59.6% | -51.5% | -11.2% |
| YTD | -16.7% | +38.9% | -55.5% | -32.6% |
| 1Y | -1.0% | +48.0% | -49.0% | -23.8% |
| All | -1.0% | +46.0% | -47.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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