+155.1%
NEM vs NCLH
-40.4%
+195.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.0% | -4.8% | +3.8% | -0.6% |
| 30D | +7.8% | -21.7% | +29.5% | +9.7% |
| 3M | +30.2% | -22.2% | +52.5% | +32.2% |
| 6M | +9.6% | -27.5% | +37.1% | +11.6% |
| YTD | +27.8% | -33.6% | +61.4% | +30.5% |
| 1Y | +60.7% | -45.0% | +105.7% | +65.6% |
| 3Y | +245.3% | -11.0% | +256.3% | +240.0% |
| All | +155.1% | -40.4% | +195.5% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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