-37.9%
NCLH vs EMR
+293.9%
-331.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.7% |
| 7D | -0.3% | +3.1% | -3.3% | -3.1% |
| 30D | -20.1% | -3.5% | -16.5% | -17.3% |
| 3M | -17.0% | +9.8% | -26.8% | -24.8% |
| 6M | -23.2% | +10.8% | -34.0% | -31.1% |
| YTD | -31.0% | +15.9% | -47.0% | -41.6% |
| 1Y | -37.3% | +16.4% | -53.7% | -47.3% |
| 3Y | -5.6% | +62.1% | -67.7% | -43.5% |
| 5Y | -37.0% | +62.9% | -99.9% | -62.4% |
| 10Y | -55.3% | +267.8% | -323.0% | -85.3% |
| All | -37.9% | +293.9% | -331.8% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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