+22,107.8%
LLY vs NKE
+6,443.4%
+15,664.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +19.6% | +7.6% | +11.9% | +17.9% |
| 3M | +19.7% | -6.9% | +26.6% | +21.3% |
| 6M | +42.7% | -8.5% | +51.2% | +44.8% |
| YTD | +35.1% | -38.8% | +73.9% | +47.1% |
| 1Y | +42.2% | -40.6% | +82.8% | +55.3% |
| 3Y | +140.8% | -60.9% | +201.7% | +177.9% |
| 5Y | +480.6% | -75.4% | +556.0% | +618.8% |
| 10Y | +2,061.9% | -13.5% | +2,075.3% | +1,936.2% |
| All | +22,107.8% | +6,443.4% | +15,664.3% | +8,113.6% |
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