+479.7%
NEM vs BDX
+5,237.1%
-4,757.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +3.1% | -3.6% | +6.6% | +3.6% |
| 30D | +10.0% | +0.7% | +9.3% | +9.9% |
| 3M | +30.9% | +19.0% | +11.9% | +27.5% |
| 6M | +10.5% | +10.8% | -0.2% | +8.6% |
| YTD | +29.7% | +20.1% | +9.6% | +25.9% |
| 1Y | +71.1% | +23.1% | +48.1% | +65.4% |
| 3Y | +252.1% | -8.8% | +260.9% | +253.4% |
| 5Y | +157.7% | -1.4% | +159.1% | +155.2% |
| 10Y | +319.4% | +60.5% | +258.8% | +287.8% |
| All | +479.7% | +5,237.1% | -4,757.4% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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