+628.7%
NKE vs NVS
+1,076.7%
-448.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.5% | -15.7% | +10.2% | 0.0% |
| 30D | -10.4% | -11.1% | +0.6% | -7.2% |
| 3M | -15.8% | -7.2% | -8.6% | -14.3% |
| 6M | -33.4% | -12.3% | -21.1% | -30.9% |
| YTD | -41.0% | +2.8% | -43.8% | -42.3% |
| 1Y | -49.1% | +11.9% | -61.0% | -51.8% |
| 3Y | -59.8% | +55.1% | -114.9% | -66.6% |
| 5Y | -75.5% | +94.1% | -169.5% | -81.4% |
| 10Y | -23.5% | +181.2% | -204.7% | -49.2% |
| All | +628.7% | +1,076.7% | -448.0% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling