-75.5%
NKE vs ABT
-11.0%
-64.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -5.5% | -5.0% | -0.6% | -3.4% |
| 30D | -10.4% | -5.8% | -4.6% | -8.0% |
| 3M | -15.8% | +16.7% | -32.6% | -21.5% |
| 6M | -33.4% | -5.2% | -28.2% | -32.0% |
| YTD | -41.0% | -16.0% | -25.0% | -36.6% |
| 1Y | -49.1% | -18.3% | -30.8% | -44.7% |
| 3Y | -59.8% | +9.2% | -69.0% | -64.1% |
| 5Y | -75.5% | -11.6% | -63.9% | -75.2% |
| All | -75.5% | -11.0% | -64.5% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling