+50,186.6%
QCOM vs NKE
+2,793.9%
+47,392.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +3.3% | -2.0% | +5.3% | +4.1% |
| 30D | +7.7% | -8.6% | +16.3% | +11.2% |
| 3M | -30.1% | -11.0% | -19.0% | -27.4% |
| 6M | +22.8% | -33.2% | +56.1% | +41.0% |
| YTD | +0.2% | -38.1% | +38.3% | +18.3% |
| 1Y | +7.9% | -47.4% | +55.2% | +34.7% |
| 3Y | +55.8% | -59.8% | +115.6% | +106.3% |
| 5Y | +30.1% | -74.2% | +104.3% | +103.3% |
| 10Y | +248.9% | -23.5% | +272.3% | +254.0% |
| All | +50,186.6% | +2,793.9% | +47,392.7% | +13,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling