-1.0%
NCLH vs BDX
+54.0%
-55.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +3.7% |
| 7D | +15.8% | +7.2% | +8.6% | +11.7% |
| 30D | +25.1% | +15.8% | +9.3% | +15.9% |
| 3M | -7.3% | +23.7% | -31.0% | -17.7% |
| 6M | +8.1% | +44.8% | -36.7% | -12.6% |
| YTD | -16.7% | +39.8% | -56.4% | -30.3% |
| 1Y | -1.0% | +52.3% | -53.3% | -21.4% |
| All | -1.0% | +54.0% | -55.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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