+197.0%
AMGN vs NIO
-45.3%
+242.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.1% |
| 7D | +0.9% | +2.8% | -2.0% | +0.8% |
| 30D | +12.1% | -8.4% | +20.5% | +12.4% |
| 3M | +12.2% | -32.0% | +44.1% | +13.4% |
| 6M | +42.1% | -43.9% | +86.1% | +44.3% |
| YTD | +45.0% | -35.7% | +80.7% | +46.5% |
| 1Y | +47.7% | -51.1% | +98.8% | +50.3% |
| 3Y | +90.4% | -54.7% | +145.1% | +91.6% |
| 5Y | +154.9% | -91.7% | +246.6% | +164.5% |
| All | +197.0% | -45.3% | +242.3% | +182.9% |
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