-40.1%
NCLH vs BDX
+252.2%
-292.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.9% |
| 7D | -4.6% | -3.6% | -1.1% | -3.3% |
| 30D | -19.9% | +0.7% | -20.6% | -20.2% |
| 3M | -22.0% | +19.0% | -40.9% | -27.3% |
| 6M | -28.3% | +10.8% | -39.1% | -31.2% |
| YTD | -33.5% | +20.1% | -53.6% | -38.3% |
| 1Y | -41.5% | +23.1% | -64.5% | -46.2% |
| 3Y | -8.9% | -8.8% | -0.1% | -7.7% |
| 5Y | -40.5% | -1.4% | -39.0% | -41.8% |
| 10Y | -57.0% | +60.5% | -117.5% | -68.2% |
| All | -40.1% | +252.2% | -292.3% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling