+38.3%
UNH vs NKE
-34.1%
+72.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -1.2% |
| 7D | -3.2% | -5.5% | +2.4% | -3.0% |
| 30D | -3.5% | -10.4% | +7.0% | -3.2% |
| 3M | -4.2% | -15.8% | +11.7% | -3.9% |
| 6M | +38.3% | -33.4% | +71.7% | +38.2% |
| All | +38.3% | -34.1% | +72.5% | +38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling