+5,871.1%
NKE vs BDX
+5,136.8%
+734.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -5.5% | -5.4% | -0.1% | -4.1% |
| 30D | -10.4% | -2.2% | -8.3% | -9.9% |
| 3M | -15.8% | +20.1% | -35.9% | -20.1% |
| 6M | -33.4% | +9.1% | -42.5% | -35.1% |
| YTD | -41.0% | +17.9% | -58.9% | -43.8% |
| 1Y | -49.1% | +22.1% | -71.1% | -52.0% |
| 3Y | -59.8% | -10.5% | -49.3% | -59.3% |
| 5Y | -75.5% | -2.6% | -72.9% | -75.8% |
| 10Y | -23.5% | +57.5% | -80.9% | -34.3% |
| All | +5,871.1% | +5,136.8% | +734.3% | +1,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling