+46.6%
ASML vs NKE
-33.3%
+79.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +6.3% |
| 7D | -0.8% | +1.9% | -2.8% | -0.7% |
| 30D | -14.9% | +14.9% | -29.8% | -14.7% |
| 3M | -13.0% | -3.4% | -9.6% | -12.4% |
| 6M | -4.7% | -7.9% | +3.2% | -3.7% |
| YTD | +42.3% | -35.8% | +78.1% | +46.8% |
| All | +46.6% | -33.3% | +79.9% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling