+133,470.8%
MSFT vs NKE
+6,514.1%
+126,956.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +2.7% | -8.6% | +11.3% | +5.5% |
| 3M | +17.0% | -11.0% | +28.0% | +20.7% |
| 6M | +23.8% | -33.2% | +57.1% | +38.5% |
| YTD | +4.0% | -38.1% | +42.1% | +18.7% |
| 1Y | -0.8% | -47.4% | +46.5% | +18.0% |
| 3Y | +55.6% | -59.8% | +115.4% | +92.4% |
| 5Y | +72.9% | -74.2% | +147.1% | +142.6% |
| 10Y | +875.8% | -23.5% | +899.3% | +862.7% |
| All | +133,470.8% | +6,514.1% | +126,956.7% | +34,049.5% |
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