-58.0%
NCLH vs BMRN
-29.6%
-28.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -4.8% | -1.3% | -3.5% | -4.3% |
| 30D | -21.7% | -6.5% | -15.2% | -19.6% |
| 3M | -22.2% | +18.3% | -40.5% | -27.9% |
| 6M | -27.5% | +8.9% | -36.4% | -30.7% |
| YTD | -33.6% | +10.5% | -44.1% | -36.9% |
| 1Y | -45.0% | +17.5% | -62.5% | -49.5% |
| 3Y | -11.0% | -27.7% | +16.7% | -3.7% |
| 5Y | -39.7% | -15.8% | -24.0% | -38.8% |
| All | -58.0% | -29.6% | -28.3% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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