-24.6%
NCLH vs BIYA
-99.8%
+75.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | -20.1% | -18.7% | -1.3% | -20.0% |
| 3M | -17.0% | -72.0% | +55.0% | -16.6% |
| 6M | -23.2% | -86.4% | +63.1% | -22.3% |
| YTD | -31.0% | -94.2% | +63.1% | -29.3% |
| 1Y | -37.3% | -98.4% | +61.2% | -32.6% |
| All | -24.6% | -99.8% | +75.2% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling