+75.5%
ASML vs NKE
-76.0%
+151.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +6.0% |
| 7D | -9.0% | -0.2% | -8.8% | -9.1% |
| 30D | -21.0% | +12.3% | -33.3% | -25.0% |
| 3M | -16.3% | -7.1% | -9.2% | -14.5% |
| 6M | -7.5% | -10.3% | +2.8% | -5.0% |
| YTD | +34.0% | -37.8% | +71.8% | +60.8% |
| 1Y | +39.3% | -35.6% | +74.9% | +62.6% |
| 3Y | +128.9% | -61.4% | +190.3% | +228.2% |
| All | +75.5% | -76.0% | +151.5% | +250.0% |
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