-41.2%
NCLH vs INSM
+1,867.2%
-1,908.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -22.1% | -4.0% | -18.1% | -21.7% |
| 3M | -18.7% | +38.5% | -57.2% | -23.3% |
| 6M | -28.4% | -11.5% | -16.9% | -28.6% |
| YTD | -34.7% | -26.9% | -7.9% | -33.2% |
| 1Y | -42.7% | -12.8% | -29.9% | -43.2% |
| 3Y | -10.6% | +384.7% | -395.3% | -36.1% |
| 5Y | -40.7% | +368.8% | -409.6% | -58.2% |
| 10Y | -57.8% | +865.7% | -923.5% | -73.2% |
| All | -41.2% | +1,867.2% | -1,908.5% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling