-59.2%
NKE vs NVS
+54.2%
-113.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -14.3% | +10.1% | -0.7% |
| 30D | -8.2% | -10.0% | +1.8% | -6.3% |
| 3M | -19.1% | -10.9% | -8.2% | -17.2% |
| 6M | -32.6% | -12.0% | -20.7% | -30.9% |
| YTD | -40.7% | +2.5% | -43.2% | -42.0% |
| 1Y | -48.9% | +10.7% | -59.5% | -51.2% |
| 3Y | -59.2% | +53.3% | -112.5% | -64.1% |
| All | -59.2% | +54.2% | -113.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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