+77.4%
IBM vs NKE
-59.3%
+136.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +3.7% |
| 7D | +3.6% | -2.3% | +5.9% | +3.9% |
| 30D | +1.5% | -10.4% | +11.9% | +3.3% |
| 3M | -12.9% | -15.5% | +2.6% | -10.6% |
| 6M | -3.9% | -32.6% | +28.7% | +1.6% |
| YTD | -17.3% | -39.8% | +22.5% | -11.1% |
| 1Y | -5.0% | -47.6% | +42.6% | +3.8% |
| All | +77.4% | -59.3% | +136.6% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling