+1,022.8%
NBIS vs BX
-19.9%
+1,042.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -3.3% |
| 7D | -0.8% | -5.6% | +4.8% | +3.1% |
| 30D | -13.4% | -12.2% | -1.1% | -6.0% |
| 3M | +1.0% | +7.4% | -6.4% | -6.7% |
| 6M | +100.5% | +22.2% | +78.3% | +62.6% |
| YTD | +168.3% | -14.0% | +182.3% | +197.3% |
| 1Y | +151.8% | -27.3% | +179.1% | +222.6% |
| All | +1,022.8% | -19.9% | +1,042.7% | +1,141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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