+416.5%
SYK vs NCLH
-42.0%
+458.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -12.3% | -6.5% | -5.8% | -11.3% |
| 30D | -22.4% | -22.1% | -0.4% | -19.0% |
| 3M | -12.3% | -18.7% | +6.4% | -9.4% |
| 6M | -24.3% | -28.4% | +4.1% | -20.6% |
| YTD | -22.8% | -34.7% | +12.0% | -18.3% |
| 1Y | -28.8% | -42.7% | +13.9% | -23.4% |
| 3Y | -4.0% | -10.6% | +6.6% | -8.7% |
| 5Y | +3.8% | -40.7% | +44.6% | +0.2% |
| 10Y | +172.8% | -57.8% | +230.6% | +135.6% |
| All | +416.5% | -42.0% | +458.5% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling