-39.6%
NCLH vs BAX
-67.2%
+27.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -4.6% | -5.1% | +0.5% | -2.9% |
| 30D | -19.9% | -12.2% | -7.8% | -16.3% |
| 3M | -22.0% | +21.8% | -43.8% | -27.7% |
| 6M | -28.3% | +36.3% | -64.6% | -36.3% |
| YTD | -33.5% | +27.8% | -61.3% | -40.3% |
| 1Y | -41.5% | -0.1% | -41.4% | -43.3% |
| 3Y | -8.9% | -33.3% | +24.4% | +0.5% |
| All | -39.6% | -67.2% | +27.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling