-12.5%
NCLH vs BIIB
-17.2%
+4.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.7% |
| 7D | -6.5% | -4.0% | -2.5% | -5.1% |
| 30D | -22.1% | +5.7% | -27.7% | -23.8% |
| 3M | -18.7% | +10.9% | -29.6% | -22.6% |
| 6M | -28.4% | +14.3% | -42.7% | -33.0% |
| YTD | -34.7% | +22.4% | -57.1% | -40.8% |
| 1Y | -42.7% | +51.1% | -93.8% | -52.6% |
| All | -12.5% | -17.2% | +4.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 3y: compounded portfolio wealth divided by compounded BIIB 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…
3y analysis · Full analysis span regression · 6 months rolling