-41.2%
NCLH vs BNS
+207.0%
-248.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.8% |
| 7D | -6.5% | -2.2% | -4.4% | -4.0% |
| 30D | -22.1% | +4.5% | -26.6% | -26.6% |
| 3M | -18.7% | +14.9% | -33.6% | -32.1% |
| 6M | -28.4% | +32.5% | -60.9% | -49.2% |
| YTD | -34.7% | +28.6% | -63.3% | -52.1% |
| 1Y | -42.7% | +48.4% | -91.1% | -64.8% |
| 3Y | -10.6% | +130.8% | -141.4% | -68.4% |
| 5Y | -40.7% | +94.8% | -135.5% | -73.6% |
| 10Y | -57.8% | +184.3% | -242.1% | -86.3% |
| All | -41.2% | +207.0% | -248.2% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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