-31.7%
NKE vs EMR
+25.6%
-57.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.6% |
| 7D | +9.0% | +1.6% | +7.4% | +8.5% |
| 30D | +19.2% | +5.0% | +14.2% | +17.6% |
| 3M | -1.5% | +7.7% | -9.1% | -3.6% |
| 6M | -4.2% | +26.8% | -30.9% | -11.7% |
| YTD | -34.8% | +29.9% | -64.6% | -39.2% |
| 1Y | -31.7% | +25.7% | -57.4% | -35.6% |
| All | -31.7% | +25.6% | -57.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling