-40.2%
NCLH vs BRKR
+231.4%
-271.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -4.8% | -8.7% | +3.8% | -1.0% |
| 30D | -21.7% | -9.9% | -11.8% | -18.4% |
| 3M | -22.2% | -3.1% | -19.2% | -24.0% |
| 6M | -27.5% | +45.5% | -73.0% | -42.3% |
| YTD | -33.6% | +13.7% | -47.3% | -41.4% |
| 1Y | -45.0% | +67.4% | -112.4% | -60.4% |
| 3Y | -11.0% | -13.2% | +2.2% | -18.3% |
| 5Y | -39.7% | -39.5% | -0.3% | -35.6% |
| 10Y | -57.0% | +153.5% | -210.5% | -74.8% |
| All | -40.2% | +231.4% | -271.6% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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