-31.7%
NKE vs BDX
+54.0%
-85.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.3% | +2.5% |
| 7D | +9.0% | +7.2% | +1.8% | +5.4% |
| 30D | +19.2% | +15.8% | +3.4% | +11.3% |
| 3M | -1.5% | +23.7% | -25.2% | -10.9% |
| 6M | -4.2% | +44.8% | -49.0% | -19.6% |
| YTD | -34.8% | +39.8% | -74.5% | -45.2% |
| 1Y | -31.7% | +52.3% | -84.0% | -46.0% |
| All | -31.7% | +54.0% | -85.7% | -46.0% |
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