-74.7%
NKE vs BDX
-2.2%
-72.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.2% | -3.2% | -1.0% | -3.0% |
| 30D | -8.2% | -2.5% | -5.6% | -7.3% |
| 3M | -19.1% | +21.4% | -40.5% | -25.0% |
| 6M | -32.6% | +10.4% | -43.0% | -35.3% |
| YTD | -40.7% | +18.8% | -59.5% | -44.8% |
| 1Y | -48.9% | +21.7% | -70.5% | -52.8% |
| 3Y | -59.2% | -10.0% | -49.3% | -58.5% |
| All | -74.7% | -2.2% | -72.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling