-40.1%
NCLH vs BBY
+863.4%
-903.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -2.8% |
| 7D | -4.6% | +1.2% | -5.8% | -5.2% |
| 30D | -19.9% | +6.8% | -26.7% | -22.7% |
| 3M | -22.0% | +18.7% | -40.7% | -28.5% |
| 6M | -28.3% | +37.3% | -65.6% | -39.5% |
| YTD | -33.5% | +35.3% | -68.8% | -43.8% |
| 1Y | -41.5% | +20.7% | -62.1% | -47.9% |
| 3Y | -8.9% | +39.4% | -48.3% | -25.8% |
| 5Y | -40.5% | -1.5% | -39.0% | -44.4% |
| 10Y | -57.0% | +239.8% | -296.8% | -72.1% |
| All | -40.1% | +863.4% | -903.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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