+39.5%
DXCM vs NIO
-55.0%
+94.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +2.5% |
| 7D | +4.9% | -14.5% | +19.4% | +5.2% |
| 30D | -0.2% | -15.0% | +14.8% | +0.2% |
| 3M | -8.9% | -35.6% | +26.6% | -8.3% |
| 6M | +42.3% | -55.7% | +97.9% | +43.7% |
| YTD | +25.6% | -43.1% | +68.7% | +24.3% |
| 1Y | +39.5% | -53.5% | +93.1% | +46.5% |
| All | +39.5% | -55.0% | +94.5% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling