-74.7%
NKE vs BAX
-68.1%
-6.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -4.2% | -7.9% | +3.7% | -1.9% |
| 30D | -8.2% | -11.7% | +3.5% | -4.8% |
| 3M | -19.1% | +16.2% | -35.3% | -23.0% |
| 6M | -32.6% | +32.0% | -64.6% | -38.5% |
| YTD | -40.7% | +24.7% | -65.4% | -45.4% |
| 1Y | -48.9% | -2.6% | -46.2% | -49.6% |
| 3Y | -59.2% | -35.0% | -24.3% | -56.0% |
| All | -74.7% | -68.1% | -6.6% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling