-47.4%
NKE vs BDX
+27.3%
-74.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.2% |
| 7D | -2.0% | -2.5% | +0.5% | -0.8% |
| 30D | -8.6% | +8.3% | -16.8% | -12.1% |
| 3M | -11.0% | +24.4% | -35.4% | -20.1% |
| 6M | -33.2% | +9.2% | -42.4% | -35.9% |
| YTD | -38.1% | +22.7% | -60.9% | -45.0% |
| 1Y | -47.4% | +25.9% | -73.2% | -54.1% |
| All | -47.4% | +27.3% | -74.7% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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