+220,291.7%
CSCO vs NKE
+6,401.3%
+213,890.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -10.1% | -7.7% | -2.4% | -7.9% |
| 3M | -11.7% | -10.9% | -0.8% | -8.9% |
| 6M | +40.1% | -31.9% | +72.0% | +56.8% |
| YTD | +43.8% | -38.6% | +82.4% | +66.4% |
| 1Y | +66.6% | -46.9% | +113.5% | +101.1% |
| 3Y | +108.5% | -58.2% | +166.7% | +161.0% |
| 5Y | +114.0% | -74.0% | +188.0% | +209.1% |
| 10Y | +366.8% | -21.6% | +388.4% | +334.8% |
| All | +220,291.7% | +6,401.3% | +213,890.4% | +38,455.1% |
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 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