+285.6%
ABBV vs NIO
-36.7%
+322.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | +0.4% | -13.0% | +13.4% | +0.7% |
| 30D | +4.2% | -18.3% | +22.4% | +4.6% |
| 3M | +14.8% | -33.2% | +48.0% | +15.8% |
| 6M | +10.3% | -21.5% | +31.7% | +10.6% |
| YTD | +14.9% | -25.5% | +40.4% | +15.4% |
| 1Y | +24.1% | -38.0% | +62.1% | +25.0% |
| 3Y | +91.9% | -65.5% | +157.4% | +93.8% |
| 5Y | +176.0% | -90.6% | +266.6% | +184.6% |
| All | +285.6% | -36.7% | +322.3% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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