-40.2%
NCLH vs BNY
+752.3%
-792.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -1.3% | -3.5% | -3.6% |
| 30D | -21.7% | -0.2% | -21.5% | -21.6% |
| 3M | -22.2% | +14.9% | -37.2% | -32.8% |
| 6M | -27.5% | +40.0% | -67.5% | -48.1% |
| YTD | -33.6% | +42.0% | -75.6% | -53.4% |
| 1Y | -45.0% | +56.9% | -101.8% | -65.0% |
| 3Y | -11.0% | +289.9% | -300.9% | -76.4% |
| 5Y | -39.7% | +259.2% | -298.9% | -82.8% |
| 10Y | -57.0% | +413.3% | -470.3% | -90.8% |
| All | -40.2% | +752.3% | -792.5% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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