+379.9%
CSCO vs NKE
-22.6%
+402.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | +2.7% | -4.2% | +6.8% | +4.0% |
| 30D | -9.5% | -8.2% | -1.3% | -7.4% |
| 3M | -7.6% | -19.1% | +11.5% | -2.2% |
| 6M | +44.9% | -32.6% | +77.5% | +60.9% |
| YTD | +47.7% | -40.7% | +88.4% | +70.4% |
| 1Y | +69.1% | -48.9% | +117.9% | +103.2% |
| 3Y | +113.5% | -59.2% | +172.8% | +164.5% |
| 5Y | +122.8% | -75.3% | +198.1% | +228.5% |
| All | +379.9% | -22.6% | +402.6% | +349.8% |
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