-1.0%
NCLH vs INSM
-40.6%
+39.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.3% | +1.5% | +6.2% |
| 7D | +15.8% | +13.4% | +2.4% | +14.3% |
| 30D | +25.1% | +5.9% | +19.1% | +23.9% |
| 3M | -7.3% | +11.4% | -18.7% | -8.9% |
| 6M | +8.1% | -21.4% | +29.6% | +11.0% |
| YTD | -16.7% | -36.8% | +20.1% | -12.1% |
| 1Y | -1.0% | -39.8% | +38.8% | +3.1% |
| All | -1.0% | -40.6% | +39.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling