+795.1%
BKNG vs NEM
+1,055.3%
-260.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -10.7% | -3.3% | -7.4% | -10.5% |
| 30D | -18.1% | +7.8% | -25.9% | -18.5% |
| 3M | +8.5% | +36.3% | -27.7% | +6.3% |
| 6M | -0.1% | +6.6% | -6.6% | -0.8% |
| YTD | -18.2% | +27.1% | -45.4% | -19.9% |
| 1Y | -19.9% | +62.3% | -82.2% | -22.9% |
| 3Y | +41.6% | +245.1% | -203.5% | +28.6% |
| 5Y | +93.1% | +154.0% | -60.9% | +77.5% |
| 10Y | +214.8% | +311.0% | -96.2% | +177.6% |
| All | +795.1% | +1,055.3% | -260.2% | +1,413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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