-24.0%
NKE vs BRKR
+155.3%
-179.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -8.7% | +4.5% | -1.6% |
| 30D | -8.2% | -9.9% | +1.7% | -5.6% |
| 3M | -19.1% | -3.1% | -16.0% | -20.1% |
| 6M | -32.6% | +45.5% | -78.1% | -42.5% |
| YTD | -40.7% | +13.7% | -54.4% | -45.5% |
| 1Y | -48.9% | +67.4% | -116.3% | -59.3% |
| 3Y | -59.2% | -13.2% | -46.0% | -62.1% |
| 5Y | -75.3% | -39.5% | -35.9% | -74.4% |
| All | -24.0% | +155.3% | -179.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling