-41.4%
NCLH vs REGN
+21.2%
-62.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -4.8% | -5.6% | +0.8% | -3.5% |
| 30D | -21.7% | -2.0% | -19.7% | -21.4% |
| 3M | -22.2% | +28.0% | -50.2% | -27.4% |
| 6M | -27.5% | +1.2% | -28.7% | -28.1% |
| YTD | -33.6% | +1.6% | -35.2% | -34.4% |
| 1Y | -45.0% | +38.2% | -83.2% | -49.7% |
| 3Y | -11.0% | -5.4% | -5.7% | -12.3% |
| All | -41.4% | +21.2% | -62.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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