-32.6%
NKE vs BMY
+9.8%
-42.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -2.3% | -4.8% | +2.5% | -1.8% |
| 30D | -10.4% | -0.7% | -9.7% | -10.2% |
| 3M | -15.5% | +15.3% | -30.8% | -16.2% |
| 6M | -32.6% | +8.5% | -41.2% | -33.8% |
| All | -32.6% | +9.8% | -42.5% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling