+150.1%
IBM vs NKE
-75.5%
+225.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | -1.6% | +3.1% | +1.8% |
| 30D | +9.2% | +7.6% | +1.6% | +7.7% |
| 3M | +4.9% | -6.9% | +11.8% | +6.2% |
| 6M | +16.8% | -8.5% | +25.3% | +18.3% |
| YTD | -14.3% | -38.8% | +24.5% | -7.0% |
| 1Y | -16.7% | -40.6% | +23.9% | -9.4% |
| 3Y | +82.2% | -60.9% | +143.1% | +106.9% |
| All | +150.1% | -75.5% | +225.6% | +204.0% |
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