+151.4%
ADBE vs NKE
-22.6%
+174.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -5.4% | -4.2% | -1.2% | -3.7% |
| 30D | -2.5% | -8.2% | +5.7% | +1.0% |
| 3M | +15.3% | -19.1% | +34.4% | +25.7% |
| 6M | -7.8% | -32.6% | +24.8% | +7.0% |
| YTD | -27.9% | -40.7% | +12.8% | -12.0% |
| 1Y | -28.0% | -48.9% | +20.8% | -7.4% |
| 3Y | -55.3% | -59.2% | +3.9% | -40.2% |
| 5Y | -61.7% | -75.3% | +13.6% | -35.3% |
| All | +151.4% | -22.6% | +174.0% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 10y: compounded portfolio wealth divided by compounded NKE 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…
10y analysis · Full analysis span regression · 6 months rolling