+1,376.8%
BAC vs NKE
+6,514.1%
-5,137.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.9% |
| 30D | -0.4% | -8.6% | +8.2% | +2.9% |
| 3M | +16.9% | -11.0% | +27.9% | +21.4% |
| 6M | +26.6% | -33.2% | +59.8% | +45.1% |
| YTD | +15.8% | -38.1% | +53.9% | +36.4% |
| 1Y | +27.2% | -47.4% | +74.5% | +57.7% |
| 3Y | +132.4% | -59.8% | +192.2% | +203.3% |
| 5Y | +72.6% | -74.2% | +146.8% | +161.3% |
| 10Y | +389.7% | -23.5% | +413.2% | +370.8% |
| All | +1,376.8% | +6,514.1% | -5,137.2% | +261.9% |
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 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