+117.2%
DXCM vs NIO
-43.5%
+160.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -6.4% |
| 7D | -3.5% | +5.6% | -9.1% | -3.9% |
| 30D | -5.8% | -4.2% | -1.6% | -5.5% |
| 3M | -4.3% | -26.3% | +22.0% | -2.3% |
| 6M | +31.6% | -42.5% | +74.1% | +36.4% |
| YTD | +19.6% | -33.5% | +53.2% | +22.2% |
| 1Y | +36.9% | -52.7% | +89.5% | +43.3% |
| 3Y | -16.3% | -57.5% | +41.2% | -14.6% |
| 5Y | -50.0% | -92.0% | +42.0% | -45.1% |
| All | +117.2% | -43.5% | +160.7% | +124.1% |
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