-41.2%
NCLH vs EQIX
+543.6%
-584.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.1% |
| 7D | -6.5% | -1.6% | -4.9% | -5.9% |
| 30D | -22.1% | -0.4% | -21.7% | -22.1% |
| 3M | -18.7% | -0.9% | -17.8% | -18.8% |
| 6M | -28.4% | +8.1% | -36.5% | -31.0% |
| YTD | -34.7% | +35.7% | -70.4% | -43.1% |
| 1Y | -42.7% | +34.0% | -76.7% | -49.8% |
| 3Y | -10.6% | +41.4% | -52.0% | -24.0% |
| 5Y | -40.7% | +34.0% | -74.8% | -49.6% |
| 10Y | -57.8% | +242.4% | -300.1% | -76.2% |
| All | -41.2% | +543.6% | -584.8% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded EQIX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling