+108.6%
ASML vs NKE
-74.3%
+182.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | +2.2% | -8.6% | +10.8% | +5.7% |
| 3M | -2.3% | -11.0% | +8.7% | +1.6% |
| 6M | +23.0% | -33.2% | +56.2% | +44.3% |
| YTD | +61.1% | -38.1% | +99.2% | +94.9% |
| 1Y | +129.1% | -47.4% | +176.5% | +197.4% |
| 3Y | +165.4% | -59.8% | +225.1% | +268.9% |
| All | +108.6% | -74.3% | +182.9% | +286.1% |
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