+36.2%
QCOM vs NKE
-74.2%
+110.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | +5.1% | -0.1% | +5.1% | +5.1% |
| 30D | +4.3% | -7.7% | +11.9% | +7.4% |
| 3M | -19.6% | -10.9% | -8.7% | -16.5% |
| 6M | +29.5% | -31.9% | +61.3% | +49.2% |
| YTD | +3.4% | -38.6% | +42.0% | +24.6% |
| 1Y | +10.9% | -46.9% | +57.8% | +41.6% |
| 3Y | +74.8% | -58.2% | +133.0% | +130.8% |
| 5Y | +36.2% | -74.0% | +110.2% | +149.5% |
| All | +36.2% | -74.2% | +110.4% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling