-37.9%
NCLH vs BAX
-13.5%
-24.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | +0.3% |
| 7D | -0.3% | -2.4% | +2.2% | +0.7% |
| 30D | -20.1% | -9.7% | -10.3% | -16.9% |
| 3M | -17.0% | +29.3% | -46.3% | -25.6% |
| 6M | -23.2% | +40.7% | -63.9% | -33.5% |
| YTD | -31.0% | +30.3% | -61.3% | -39.3% |
| 1Y | -37.3% | +3.4% | -40.7% | -40.0% |
| 3Y | -5.6% | -32.0% | +26.4% | +4.0% |
| 5Y | -37.0% | -66.9% | +29.9% | -6.8% |
| 10Y | -55.3% | -37.1% | -18.2% | -51.1% |
| All | -37.9% | -13.5% | -24.4% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling