-59.4%
NKE vs BAX
-34.3%
-25.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -5.5% | -5.4% | -0.1% | -4.0% |
| 30D | -10.4% | -12.4% | +2.0% | -7.0% |
| 3M | -15.8% | +19.1% | -34.9% | -20.3% |
| 6M | -33.4% | +38.6% | -72.0% | -39.9% |
| YTD | -41.0% | +26.7% | -67.7% | -45.9% |
| 1Y | -49.1% | +1.0% | -50.1% | -50.5% |
| All | -59.4% | -34.3% | -25.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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