-74.7%
NKE vs EXEL
+180.6%
-255.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -4.2% | -4.9% | +0.7% | -3.5% |
| 30D | -8.2% | +11.4% | -19.6% | -9.7% |
| 3M | -19.1% | +4.9% | -24.0% | -19.8% |
| 6M | -32.6% | +34.4% | -67.1% | -35.8% |
| YTD | -40.7% | +28.0% | -68.8% | -43.2% |
| 1Y | -48.9% | +43.6% | -92.5% | -52.2% |
| 3Y | -59.2% | +155.2% | -214.4% | -67.1% |
| All | -74.7% | +180.6% | -255.3% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling