+477.4%
LLY vs NKE
-74.9%
+552.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | +1.4% | -5.4% | +6.7% | +2.3% |
| 30D | +21.5% | +8.4% | +13.1% | +20.0% |
| 3M | +18.5% | -6.3% | +24.7% | +19.6% |
| 6M | +49.1% | -7.8% | +56.9% | +50.7% |
| YTD | +34.4% | -38.3% | +72.7% | +43.8% |
| 1Y | +46.3% | -37.3% | +83.6% | +55.8% |
| 3Y | +145.5% | -61.3% | +206.8% | +172.2% |
| All | +477.4% | -74.9% | +552.3% | +561.9% |
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