+51.1%
NEM vs BX
-8.3%
+59.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.2% | +3.7% | +8.0% |
| 7D | +3.7% | +8.3% | -4.6% | +1.3% |
| 30D | +2.0% | +13.5% | -11.6% | -1.8% |
| 3M | +21.1% | -7.6% | +28.7% | +23.5% |
| 6M | +9.5% | +4.0% | +5.5% | +7.8% |
| YTD | +19.1% | -15.2% | +34.2% | +19.7% |
| 1Y | +51.1% | -8.5% | +59.6% | +48.4% |
| All | +51.1% | -8.3% | +59.4% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling