+245.8%
QCOM vs NKE
-11.8%
+257.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.0% | -5.4% | +7.3% | +4.4% |
| 30D | +1.2% | +8.4% | -7.2% | -2.4% |
| 3M | +9.1% | -6.3% | +15.4% | +11.6% |
| 6M | -25.0% | -7.8% | -17.2% | -23.4% |
| YTD | +4.8% | -38.3% | +43.1% | +26.9% |
| 1Y | +3.6% | -37.3% | +40.9% | +23.6% |
| 3Y | +51.5% | -61.3% | +112.8% | +113.5% |
| 5Y | +19.7% | -74.8% | +94.6% | +106.8% |
| 10Y | +245.8% | -12.7% | +258.5% | +283.9% |
| All | +245.8% | -11.8% | +257.6% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 10y: compounded portfolio wealth divided by compounded NKE 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…
10y analysis · Full analysis span regression · 6 months rolling