-58.0%
NCLH vs BDX
+59.3%
-117.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -4.8% | -3.2% | -1.7% | -3.7% |
| 30D | -21.7% | -2.5% | -19.1% | -21.0% |
| 3M | -22.2% | +21.4% | -43.7% | -27.7% |
| 6M | -27.5% | +10.4% | -37.9% | -30.2% |
| YTD | -33.6% | +18.8% | -52.4% | -37.8% |
| 1Y | -45.0% | +21.7% | -66.7% | -48.9% |
| 3Y | -11.0% | -10.0% | -1.1% | -9.7% |
| 5Y | -39.7% | -1.8% | -37.9% | -40.9% |
| All | -58.0% | +59.3% | -117.3% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling