-47.4%
NKE vs BMY
+47.1%
-94.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -8.6% | +5.0% | -13.6% | -9.3% |
| 3M | -11.0% | +19.4% | -30.4% | -13.7% |
| 6M | -33.2% | +9.5% | -42.8% | -34.3% |
| YTD | -38.1% | +28.1% | -66.2% | -41.4% |
| 1Y | -47.4% | +50.0% | -97.3% | -52.3% |
| All | -47.4% | +47.1% | -94.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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