-59.4%
NKE vs EMR
+58.0%
-117.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -5.5% | -1.2% | -4.3% | -5.1% |
| 30D | -10.4% | -9.4% | -1.0% | -7.4% |
| 3M | -15.8% | +8.6% | -24.4% | -18.7% |
| 6M | -33.4% | +6.7% | -40.1% | -35.6% |
| YTD | -41.0% | +13.1% | -54.1% | -44.2% |
| 1Y | -49.1% | +12.7% | -61.8% | -51.9% |
| All | -59.4% | +58.0% | -117.4% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling