+68.2%
QCOM vs NKE
-58.5%
+126.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | +5.1% | -0.1% | +5.1% | +5.1% |
| 30D | +4.3% | -7.7% | +11.9% | +6.3% |
| 3M | -19.6% | -10.9% | -8.7% | -17.6% |
| 6M | +29.5% | -31.9% | +61.3% | +42.3% |
| YTD | +3.4% | -38.6% | +42.0% | +17.1% |
| 1Y | +10.9% | -46.9% | +57.8% | +30.3% |
| All | +68.2% | -58.5% | +126.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling