+8,399.1%
JNJ vs NKE
+6,207.5%
+2,191.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -4.3% | -5.5% | +1.2% | -3.4% |
| 30D | +3.0% | -10.4% | +13.5% | +4.9% |
| 3M | +12.2% | -15.8% | +28.0% | +15.3% |
| 6M | +10.5% | -33.4% | +43.9% | +17.6% |
| YTD | +30.8% | -41.0% | +71.8% | +41.9% |
| 1Y | +54.9% | -49.1% | +104.0% | +71.8% |
| 3Y | +80.7% | -59.8% | +140.5% | +103.7% |
| 5Y | +83.4% | -75.5% | +158.9% | +121.9% |
| 10Y | +195.7% | -23.5% | +219.1% | +181.8% |
| All | +8,399.1% | +6,207.5% | +2,191.6% | +2,778.1% |
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 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