-74.7%
NKE vs BBIO
+42.7%
-117.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -3.2% | -1.0% | -3.9% |
| 30D | -8.2% | -13.6% | +5.4% | -7.2% |
| 3M | -19.1% | +7.2% | -26.3% | -19.7% |
| 6M | -32.6% | +1.5% | -34.1% | -32.9% |
| YTD | -40.7% | -5.3% | -35.4% | -40.8% |
| 1Y | -48.9% | +37.7% | -86.6% | -50.4% |
| 3Y | -59.2% | +153.9% | -213.1% | -62.9% |
| All | -74.7% | +42.7% | -117.5% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling