-11.0%
NCLH vs INSM
+392.8%
-403.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | -4.8% | +2.5% | -7.3% | -5.0% |
| 30D | -21.7% | -2.2% | -19.5% | -21.6% |
| 3M | -22.2% | +33.8% | -56.0% | -24.2% |
| 6M | -27.5% | -7.2% | -20.4% | -27.6% |
| YTD | -33.6% | -25.6% | -8.0% | -32.7% |
| 1Y | -45.0% | -11.2% | -33.8% | -45.1% |
| 3Y | -11.0% | +388.3% | -399.4% | -18.5% |
| All | -11.0% | +392.8% | -403.8% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling