+80,969.6%
ASML vs NKE
+2,184.4%
+78,785.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.1% |
| 3M | -16.3% | -7.1% | -9.2% | -14.6% |
| 6M | -7.5% | -10.3% | +2.8% | -5.2% |
| YTD | +34.0% | -37.8% | +71.8% | +58.7% |
| 1Y | +39.3% | -35.6% | +74.9% | +61.2% |
| 3Y | +128.9% | -61.4% | +190.3% | +214.1% |
| 5Y | +76.1% | -76.2% | +152.3% | +198.0% |
| 10Y | +1,428.4% | -10.7% | +1,439.0% | +1,337.6% |
| All | +80,969.6% | +2,184.4% | +78,785.2% | +25,465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling