-24.0%
NKE vs BX
+673.1%
-697.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.6% |
| 7D | -4.2% | -5.6% | +1.4% | -1.8% |
| 30D | -8.2% | -12.2% | +4.0% | -2.9% |
| 3M | -19.1% | +7.4% | -26.5% | -22.0% |
| 6M | -32.6% | +22.2% | -54.8% | -39.1% |
| YTD | -40.7% | -14.0% | -26.7% | -37.8% |
| 1Y | -48.9% | -27.3% | -21.6% | -42.5% |
| 3Y | -59.2% | +24.5% | -83.8% | -65.3% |
| 5Y | -75.3% | +18.9% | -94.2% | -79.8% |
| All | -24.0% | +673.1% | -697.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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