-75.5%
NKE vs BN
+30.5%
-106.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -5.5% | -5.9% | +0.3% | -2.6% |
| 30D | -10.4% | -15.1% | +4.6% | -2.8% |
| 3M | -15.8% | -14.6% | -1.2% | -9.0% |
| 6M | -33.4% | -8.4% | -25.0% | -30.9% |
| YTD | -41.0% | -16.8% | -24.2% | -35.9% |
| 1Y | -49.1% | -14.4% | -34.7% | -45.9% |
| 3Y | -59.8% | +70.1% | -129.9% | -71.7% |
| 5Y | -75.5% | +33.5% | -109.0% | -80.2% |
| All | -75.5% | +30.5% | -106.0% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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