-47.4%
NKE vs BBIO
+44.0%
-91.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -8.6% | -8.7% | +0.1% | -8.1% |
| 3M | -11.0% | +11.2% | -22.2% | -12.2% |
| 6M | -33.2% | +12.5% | -45.7% | -34.1% |
| YTD | -38.1% | -2.2% | -36.0% | -38.8% |
| 1Y | -47.4% | +44.4% | -91.8% | -50.3% |
| All | -47.4% | +44.0% | -91.4% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 1y: compounded portfolio wealth divided by compounded BBIO 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…
1y analysis · Full analysis span regression · 6 months rolling