+77.8%
JNJ vs NKE
-59.9%
+137.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | -4.2% | +0.7% | -3.3% |
| 30D | +2.3% | -8.2% | +10.5% | +2.7% |
| 3M | +12.0% | -19.1% | +31.1% | +12.9% |
| 6M | +10.5% | -32.6% | +43.1% | +12.0% |
| YTD | +30.4% | -40.7% | +71.1% | +32.8% |
| 1Y | +52.1% | -48.9% | +101.0% | +55.7% |
| 3Y | +77.8% | -59.2% | +137.0% | +81.0% |
| All | +77.8% | -59.9% | +137.7% | +81.0% |
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 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