+111.3%
NEM vs BBAI
-80.9%
+192.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.7% | +8.2% | +0.6% |
| 7D | -6.4% | -14.0% | +7.5% | -6.1% |
| 30D | +1.4% | -12.4% | +13.8% | +1.7% |
| 3M | -0.7% | -42.8% | +42.1% | +0.5% |
| 6M | -4.5% | -54.6% | +50.2% | -2.9% |
| YTD | +14.0% | -64.6% | +78.7% | +16.3% |
| 1Y | +27.3% | -69.9% | +97.2% | +30.0% |
| 3Y | +250.5% | +7.3% | +243.2% | +249.0% |
| 5Y | +121.1% | -80.8% | +201.9% | +115.0% |
| All | +111.3% | -80.9% | +192.2% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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