+10.5%
NEM vs BBY
+39.1%
-28.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.3% |
| 7D | +3.1% | +1.2% | +1.9% | +3.0% |
| 30D | +10.0% | +6.8% | +3.2% | +9.8% |
| 3M | +30.9% | +18.7% | +12.1% | +29.9% |
| 6M | +10.5% | +37.3% | -26.8% | +6.7% |
| All | +10.5% | +39.1% | -28.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 6mo: compounded portfolio wealth divided by compounded BBY 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…
6mo analysis · Full analysis span regression · 6 months rolling