-29.6%
NCLH vs BN
+31.1%
-60.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +1.0% |
| 7D | +0.2% | -1.0% | +1.2% | +1.1% |
| 30D | +20.8% | +14.0% | +6.8% | +7.0% |
| 3M | -8.1% | -9.0% | +0.9% | +0.6% |
| 6M | +11.8% | -8.8% | +20.7% | +21.7% |
| YTD | -19.5% | -10.3% | -9.3% | -11.6% |
| 1Y | -3.2% | -5.8% | +2.6% | +1.4% |
| 3Y | +37.1% | +94.8% | -57.7% | -30.2% |
| All | -29.6% | +31.1% | -60.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling