+119.8%
DXCM vs NIO
-46.0%
+165.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -9.2% | -1.8% | -7.4% | -9.1% |
| 30D | -6.5% | -6.6% | +0.1% | -6.0% |
| 3M | -10.3% | -29.9% | +19.6% | -8.0% |
| 6M | +35.4% | -46.6% | +82.1% | +41.2% |
| YTD | +21.1% | -36.5% | +57.5% | +24.0% |
| 1Y | +38.2% | -51.1% | +89.4% | +44.3% |
| 3Y | -14.6% | -55.2% | +40.7% | -13.2% |
| 5Y | -49.6% | -92.3% | +42.7% | -44.5% |
| All | +119.8% | -46.0% | +165.8% | +127.5% |
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