-74.7%
NKE vs EMR
+66.6%
-141.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.7% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -8.2% | -6.8% | -1.4% | -5.2% |
| 3M | -19.1% | +7.5% | -26.6% | -22.5% |
| 6M | -32.6% | +9.9% | -42.5% | -36.7% |
| YTD | -40.7% | +16.0% | -56.7% | -46.0% |
| 1Y | -48.9% | +12.4% | -61.3% | -52.9% |
| 3Y | -59.2% | +60.2% | -119.5% | -70.3% |
| All | -74.7% | +66.6% | -141.4% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling