+16,837.1%
INTC vs NKE
+6,333.2%
+10,503.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.4% |
| 7D | +18.0% | -2.3% | +20.3% | +18.9% |
| 30D | +8.9% | -10.4% | +19.3% | +12.7% |
| 3M | -1.6% | -15.5% | +13.9% | +3.0% |
| 6M | +133.1% | -32.6% | +165.7% | +160.8% |
| YTD | +187.9% | -39.8% | +227.7% | +234.2% |
| 1Y | +334.7% | -47.6% | +382.3% | +425.8% |
| 3Y | +184.2% | -59.0% | +243.2% | +260.5% |
| 5Y | +116.0% | -74.9% | +190.9% | +221.0% |
| 10Y | +270.0% | -21.9% | +291.9% | +261.7% |
| All | +16,837.1% | +6,333.2% | +10,503.9% | +3,387.6% |
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