-41.4%
NCLH vs IDXX
-26.5%
-14.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -4.8% | -5.7% | +0.9% | -1.8% |
| 30D | -21.7% | -11.5% | -10.1% | -16.4% |
| 3M | -22.2% | -9.5% | -12.7% | -18.3% |
| 6M | -27.5% | -16.0% | -11.6% | -20.6% |
| YTD | -33.6% | -25.4% | -8.2% | -22.9% |
| 1Y | -45.0% | -21.8% | -23.2% | -38.3% |
| 3Y | -11.0% | +7.0% | -18.1% | -22.7% |
| All | -41.4% | -26.5% | -14.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling