+121.7%
DXCM vs NIO
-43.2%
+164.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -4.4% | +6.9% | -11.3% | -4.8% |
| 30D | -3.6% | -4.7% | +1.1% | -3.3% |
| 3M | -4.3% | -28.1% | +23.7% | -2.1% |
| 6M | +33.8% | -41.7% | +75.5% | +38.6% |
| YTD | +22.1% | -33.1% | +55.3% | +24.7% |
| 1Y | +47.4% | -50.3% | +97.7% | +53.7% |
| 3Y | -12.3% | -54.4% | +42.1% | -11.0% |
| 5Y | -49.1% | -91.6% | +42.5% | -44.2% |
| All | +121.7% | -43.2% | +164.9% | +128.7% |
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 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