+155.1%
NEM vs BX
+17.9%
+137.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.1% |
| 7D | -1.0% | -5.6% | +4.6% | -0.1% |
| 30D | +7.8% | -12.2% | +20.1% | +10.2% |
| 3M | +30.2% | +7.4% | +22.8% | +28.6% |
| 6M | +9.6% | +22.2% | -12.6% | +5.9% |
| YTD | +27.8% | -14.0% | +41.8% | +29.9% |
| 1Y | +60.7% | -27.3% | +88.0% | +67.2% |
| 3Y | +245.3% | +24.5% | +220.7% | +226.3% |
| All | +155.1% | +17.9% | +137.2% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling