-58.0%
NCLH vs INSM
+884.9%
-942.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -4.8% | +2.5% | -7.3% | -5.2% |
| 30D | -21.7% | -2.2% | -19.5% | -21.5% |
| 3M | -22.2% | +33.8% | -56.0% | -26.6% |
| 6M | -27.5% | -7.2% | -20.4% | -28.2% |
| YTD | -33.6% | -25.6% | -8.0% | -32.1% |
| 1Y | -45.0% | -11.2% | -33.8% | -45.6% |
| 3Y | -11.0% | +388.3% | -399.4% | -38.0% |
| 5Y | -39.7% | +376.6% | -416.4% | -58.8% |
| All | -58.0% | +884.9% | -942.8% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling