+51.2%
JNJ vs NKE
-33.0%
+84.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.4% |
| 7D | +1.9% | +9.0% | -7.0% | +1.2% |
| 30D | +9.2% | +19.2% | -10.0% | +7.9% |
| 3M | +8.9% | -1.5% | +10.4% | +8.6% |
| 6M | +24.6% | -4.2% | +28.8% | +24.3% |
| YTD | +35.7% | -34.8% | +70.4% | +36.8% |
| 1Y | +51.2% | -31.7% | +82.9% | +52.1% |
| All | +51.2% | -33.0% | +84.2% | +52.1% |
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 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