-11.0%
NCLH vs EQIX
+42.6%
-53.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.0% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -21.7% | -2.5% | -19.2% | -20.7% |
| 3M | -22.2% | 0.0% | -22.2% | -22.8% |
| 6M | -27.5% | +7.6% | -35.2% | -30.7% |
| YTD | -33.6% | +37.5% | -71.1% | -44.9% |
| 1Y | -45.0% | +32.9% | -77.9% | -53.4% |
| 3Y | -11.0% | +42.8% | -53.8% | -25.6% |
| All | -11.0% | +42.6% | -53.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling