+6,112.4%
NKE vs ABT
+6,563.7%
-451.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.1% |
| 7D | -0.1% | -3.1% | +3.1% | +1.0% |
| 30D | -7.7% | -2.1% | -5.5% | -7.0% |
| 3M | -10.9% | +17.4% | -28.4% | -15.9% |
| 6M | -31.9% | -2.4% | -29.5% | -31.6% |
| YTD | -38.6% | -14.2% | -24.4% | -35.8% |
| 1Y | -46.9% | -18.3% | -28.6% | -43.6% |
| 3Y | -58.2% | +11.5% | -69.7% | -60.6% |
| 5Y | -74.0% | -9.9% | -64.1% | -73.7% |
| 10Y | -21.6% | +204.4% | -225.9% | -46.6% |
| All | +6,112.4% | +6,563.7% | -451.3% | +881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling