+81.0%
BSX vs NKE
-22.6%
+103.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -10.1% | -4.2% | -5.9% | -9.0% |
| 30D | -16.4% | -8.2% | -8.2% | -14.5% |
| 3M | -8.9% | -19.1% | +10.2% | -3.8% |
| 6M | -38.3% | -32.6% | -5.6% | -32.1% |
| YTD | -54.9% | -40.7% | -14.2% | -48.9% |
| 1Y | -58.8% | -48.9% | -9.9% | -51.5% |
| 3Y | -21.2% | -59.2% | +38.0% | -5.2% |
| 5Y | -3.3% | -75.3% | +72.0% | +38.4% |
| All | +81.0% | -22.6% | +103.6% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling