+1,761.8%
ASML vs NKE
-22.5%
+1,784.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +6.0% | -0.1% | +6.0% | +6.0% |
| 30D | +1.4% | -7.7% | +9.0% | +4.6% |
| 3M | +1.0% | -10.9% | +12.0% | +5.1% |
| 6M | +37.0% | -31.9% | +68.8% | +59.8% |
| YTD | +65.8% | -38.6% | +104.4% | +102.4% |
| 1Y | +123.1% | -46.9% | +170.0% | +189.8% |
| 3Y | +188.2% | -58.2% | +246.3% | +293.0% |
| 5Y | +115.6% | -74.0% | +189.6% | +278.3% |
| 10Y | +1,761.8% | -21.6% | +1,783.4% | +1,952.9% |
| All | +1,761.8% | -22.5% | +1,784.4% | +1,952.9% |
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