+114.8%
CSCO vs NKE
-75.2%
+190.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -10.7% | -10.4% | -0.4% | -8.9% |
| 3M | -8.7% | -15.5% | +6.7% | -6.0% |
| 6M | +44.9% | -32.6% | +77.5% | +56.0% |
| YTD | +44.1% | -39.8% | +84.0% | +59.0% |
| 1Y | +65.9% | -47.6% | +113.4% | +88.2% |
| 3Y | +109.0% | -59.0% | +168.0% | +142.4% |
| 5Y | +114.8% | -74.9% | +189.7% | +174.1% |
| All | +114.8% | -75.2% | +190.0% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling