+162.5%
ALNY vs NIO
-38.5%
+201.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | -6.5% | -2.9% | -3.7% | -6.3% |
| 30D | +11.0% | -18.7% | +29.8% | +13.2% |
| 3M | -14.1% | -29.4% | +15.4% | -11.4% |
| 6M | -22.4% | -32.5% | +10.1% | -20.0% |
| YTD | -37.5% | -27.6% | -9.8% | -36.2% |
| 1Y | -46.9% | -39.2% | -7.7% | -45.2% |
| 3Y | +22.1% | -64.3% | +86.3% | +27.5% |
| 5Y | +31.2% | -90.3% | +121.5% | +46.9% |
| All | +162.5% | -38.5% | +201.0% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling