-33.4%
NKE vs BDX
+8.7%
-42.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | -5.5% | -5.4% | -0.1% | -3.0% |
| 30D | -10.4% | -2.2% | -8.3% | -9.5% |
| 3M | -15.8% | +20.1% | -35.9% | -23.0% |
| 6M | -33.4% | +9.1% | -42.5% | -32.4% |
| All | -33.4% | +8.7% | -42.1% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling