-2.9%
IBM vs NKE
-48.9%
+46.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.6% | -4.2% | +7.7% | +4.5% |
| 30D | +3.1% | -8.2% | +11.3% | +5.0% |
| 3M | -10.8% | -19.1% | +8.2% | -7.0% |
| 6M | -0.8% | -32.6% | +31.8% | +6.2% |
| YTD | -16.2% | -40.7% | +24.5% | -7.6% |
| 1Y | -2.9% | -48.9% | +46.0% | +6.8% |
| All | -2.9% | -48.9% | +46.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling