+49.3%
BMY vs NIO
-36.7%
+85.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +0.4% | -13.0% | +13.4% | +0.7% |
| 30D | +5.0% | -18.3% | +23.3% | +5.5% |
| 3M | +19.4% | -33.2% | +52.6% | +20.6% |
| 6M | +9.5% | -21.5% | +31.0% | +10.0% |
| YTD | +28.1% | -25.5% | +53.6% | +28.7% |
| 1Y | +50.0% | -38.0% | +88.0% | +51.2% |
| 3Y | +24.1% | -65.5% | +89.5% | +25.4% |
| 5Y | +25.0% | -90.6% | +115.6% | +28.9% |
| All | +49.3% | -36.7% | +85.9% | +41.7% |
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