+152.5%
JPM vs NKE
-75.0%
+227.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.7% | -4.2% | +3.5% | +0.2% |
| 30D | -2.5% | -8.2% | +5.7% | -0.8% |
| 3M | +14.1% | -19.1% | +33.2% | +18.9% |
| 6M | +25.1% | -32.6% | +57.7% | +35.0% |
| YTD | +12.1% | -40.7% | +52.8% | +24.5% |
| 1Y | +18.8% | -48.9% | +67.7% | +35.9% |
| 3Y | +163.4% | -59.2% | +222.7% | +206.3% |
| All | +152.5% | -75.0% | +227.6% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling