+1,102.1%
BAC vs NKE
+6,443.4%
-5,341.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +3.2% | -1.6% | +4.8% | +3.8% |
| 30D | -0.7% | +7.6% | -8.3% | -3.6% |
| 3M | -20.0% | -6.9% | -13.1% | -18.1% |
| 6M | +3.4% | -8.5% | +11.9% | +5.7% |
| YTD | -5.7% | -38.8% | +33.0% | +11.2% |
| 1Y | -1.4% | -40.6% | +39.1% | +16.8% |
| 3Y | +97.9% | -60.9% | +158.8% | +161.0% |
| 5Y | +22.9% | -75.4% | +98.3% | +89.7% |
| 10Y | +235.3% | -13.5% | +248.8% | +207.0% |
| All | +1,102.1% | +6,443.4% | -5,341.4% | +194.9% |
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