+228.4%
UNH vs NKE
-22.6%
+251.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -4.5% | -4.2% | -0.4% | -3.7% |
| 30D | -6.5% | -8.2% | +1.7% | -4.9% |
| 3M | -6.0% | -19.1% | +13.1% | -1.9% |
| 6M | +33.7% | -32.6% | +66.3% | +44.3% |
| YTD | +16.4% | -40.7% | +57.1% | +29.3% |
| 1Y | +10.1% | -48.9% | +58.9% | +25.9% |
| 3Y | -16.3% | -59.2% | +42.9% | -2.3% |
| 5Y | +2.1% | -75.3% | +77.4% | +39.0% |
| All | +228.4% | -22.6% | +251.0% | +194.2% |
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 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