-31.7%
NKE vs EXEL
+92.4%
-124.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.2% |
| 7D | +9.0% | +9.8% | -0.8% | +8.3% |
| 30D | +19.2% | +23.6% | -4.4% | +17.8% |
| 3M | -1.5% | +29.9% | -31.4% | -2.9% |
| 6M | -4.2% | +64.7% | -68.9% | -5.8% |
| YTD | -34.8% | +66.0% | -100.7% | -36.0% |
| 1Y | -31.7% | +92.0% | -123.6% | -35.1% |
| All | -31.7% | +92.4% | -124.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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