+376.4%
NEM vs BX
+873.6%
-497.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +4.9% | +1.8% |
| 7D | +3.1% | -5.7% | +8.7% | +3.9% |
| 30D | +10.0% | -8.9% | +18.9% | +11.3% |
| 3M | +30.9% | +8.4% | +22.5% | +29.4% |
| 6M | +10.5% | +18.9% | -8.4% | +7.7% |
| YTD | +29.7% | -13.6% | +43.4% | +31.7% |
| 1Y | +71.1% | -22.4% | +93.6% | +76.0% |
| 3Y | +252.1% | +26.0% | +226.1% | +235.9% |
| 5Y | +157.7% | +18.8% | +138.9% | +141.6% |
| 10Y | +319.4% | +668.7% | -349.4% | +200.6% |
| All | +376.4% | +873.6% | -497.2% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling