-27.2%
NCLH vs BIYA
-99.8%
+72.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -4.6% | +2.7% | -7.4% | -4.6% |
| 30D | -19.9% | -16.7% | -3.3% | -19.9% |
| 3M | -22.0% | -74.6% | +52.7% | -21.5% |
| 6M | -28.3% | -85.4% | +57.1% | -27.6% |
| YTD | -33.5% | -94.2% | +60.7% | -31.8% |
| 1Y | -41.5% | -98.6% | +57.1% | -36.8% |
| All | -27.2% | -99.8% | +72.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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