-37.2%
NCLH vs BN
+467.5%
-504.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | +0.1% |
| 7D | -6.5% | -2.5% | -4.0% | -4.2% |
| 30D | -23.3% | -9.5% | -13.8% | -15.3% |
| 3M | -18.6% | -10.4% | -8.2% | -9.6% |
| 6M | -26.2% | -6.4% | -19.9% | -21.4% |
| YTD | -30.2% | -11.9% | -18.4% | -21.8% |
| 1Y | -39.2% | -8.6% | -30.5% | -34.7% |
| 3Y | -5.1% | +77.6% | -82.6% | -48.9% |
| 5Y | -36.8% | +37.0% | -73.8% | -55.2% |
| 10Y | -56.3% | +266.4% | -322.7% | -83.7% |
| All | -37.2% | +467.5% | -504.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling