+264.5%
NKE vs BX
+846.0%
-581.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.1% |
| 7D | -5.5% | -8.9% | +3.4% | -2.9% |
| 30D | -10.4% | -14.8% | +4.4% | -6.1% |
| 3M | -15.8% | +6.9% | -22.7% | -17.7% |
| 6M | -33.4% | +16.3% | -49.7% | -36.8% |
| YTD | -41.0% | -16.1% | -24.9% | -38.5% |
| 1Y | -49.1% | -26.8% | -22.3% | -44.9% |
| 3Y | -59.8% | +22.4% | -82.2% | -63.3% |
| 5Y | -75.5% | +16.0% | -91.5% | -77.8% |
| 10Y | -23.5% | +646.9% | -670.4% | -57.4% |
| All | +264.5% | +846.0% | -581.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling