-47.4%
NKE vs EXEL
+59.2%
-106.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | +8.4% | -10.4% | -2.5% |
| 30D | -8.6% | +4.1% | -12.7% | -8.8% |
| 3M | -11.0% | +12.4% | -23.5% | -11.8% |
| 6M | -33.2% | +41.5% | -74.8% | -34.4% |
| YTD | -38.1% | +34.6% | -72.8% | -39.2% |
| 1Y | -47.4% | +57.9% | -105.2% | -48.6% |
| All | -47.4% | +59.2% | -106.6% | -48.6% |
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