-74.7%
NKE vs BMY
+23.1%
-97.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -4.8% | +0.6% | -3.1% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -19.1% | +13.1% | -32.2% | -21.5% |
| 6M | -32.6% | +8.4% | -41.0% | -34.1% |
| YTD | -40.7% | +22.0% | -62.7% | -43.8% |
| 1Y | -48.9% | +40.3% | -89.2% | -53.4% |
| 3Y | -59.2% | +20.5% | -79.8% | -61.5% |
| All | -74.7% | +23.1% | -97.8% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling