+281.8%
QCOM vs NKE
-22.7%
+304.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.2% |
| 7D | +4.4% | -2.3% | +6.7% | +5.4% |
| 30D | +9.4% | -10.4% | +19.7% | +14.3% |
| 3M | -13.7% | -15.5% | +1.8% | -7.9% |
| 6M | +28.9% | -32.6% | +61.5% | +50.3% |
| YTD | +4.7% | -39.8% | +44.6% | +28.4% |
| 1Y | +13.5% | -47.6% | +61.1% | +47.0% |
| 3Y | +77.1% | -59.0% | +136.1% | +141.0% |
| 5Y | +38.9% | -74.9% | +113.8% | +139.6% |
| 10Y | +281.8% | -21.9% | +303.7% | +330.6% |
| All | +281.8% | -22.7% | +304.5% | +330.6% |
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