+2,413.6%
IBM vs NKE
+6,514.1%
-4,100.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | +0.3% | -8.6% | +8.9% | +2.4% |
| 3M | -21.6% | -11.0% | -10.6% | -19.5% |
| 6M | -4.7% | -33.2% | +28.5% | +4.2% |
| YTD | -19.1% | -38.1% | +19.0% | -9.8% |
| 1Y | -2.5% | -47.4% | +44.9% | +12.3% |
| 3Y | +74.2% | -59.8% | +133.9% | +107.2% |
| 5Y | +113.1% | -74.2% | +187.4% | +176.1% |
| 10Y | +133.5% | -23.5% | +157.0% | +127.0% |
| All | +2,413.6% | +6,514.1% | -4,100.5% | +792.3% |
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