-48.9%
NKE vs ABT
-19.6%
-29.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -4.2% | -5.9% | +1.7% | -2.5% |
| 30D | -8.2% | -8.1% | -0.1% | -5.9% |
| 3M | -19.1% | +14.5% | -33.6% | -21.6% |
| 6M | -32.6% | -6.3% | -26.3% | -32.8% |
| YTD | -40.7% | -17.1% | -23.6% | -39.6% |
| 1Y | -48.9% | -21.4% | -27.5% | -48.9% |
| All | -48.9% | -19.6% | -29.3% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling