-59.4%
NKE vs ABT
+9.1%
-68.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -5.5% | -5.0% | -0.6% | -4.2% |
| 30D | -10.4% | -5.8% | -4.6% | -8.9% |
| 3M | -15.8% | +16.7% | -32.6% | -19.0% |
| 6M | -33.4% | -5.2% | -28.2% | -32.9% |
| YTD | -41.0% | -16.0% | -25.0% | -39.0% |
| 1Y | -49.1% | -18.3% | -30.8% | -47.0% |
| All | -59.4% | +9.1% | -68.6% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling