+6,112.4%
NKE vs BAX
+862.9%
+5,249.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.3% |
| 7D | -0.1% | -2.4% | +2.4% | +0.6% |
| 30D | -7.7% | -9.7% | +2.1% | -4.8% |
| 3M | -10.9% | +29.3% | -40.2% | -17.8% |
| 6M | -31.9% | +40.7% | -72.5% | -39.0% |
| YTD | -38.6% | +30.3% | -68.9% | -44.2% |
| 1Y | -46.9% | +3.4% | -50.3% | -48.6% |
| 3Y | -58.2% | -32.0% | -26.2% | -55.3% |
| 5Y | -74.0% | -66.9% | -7.2% | -66.3% |
| 10Y | -21.6% | -37.1% | +15.5% | -15.7% |
| All | +6,112.4% | +862.9% | +5,249.5% | +2,142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling