+82.7%
ASML vs NKE
-75.5%
+158.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +4.9% | -1.6% | +6.5% | +5.6% |
| 30D | -9.3% | +7.6% | -16.9% | -12.3% |
| 3M | -19.0% | -6.9% | -12.1% | -17.3% |
| 6M | -5.2% | -8.5% | +3.3% | -3.6% |
| YTD | +40.6% | -38.8% | +79.4% | +69.8% |
| 1Y | +47.5% | -40.6% | +88.1% | +79.3% |
| 3Y | +133.9% | -60.9% | +194.8% | +230.2% |
| All | +82.7% | -75.5% | +158.2% | +257.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling