-49.6%
DXCM vs NIO
-92.1%
+42.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | -9.2% | -1.8% | -7.4% | -9.0% |
| 30D | -6.5% | -6.6% | +0.1% | -5.8% |
| 3M | -10.3% | -29.9% | +19.6% | -6.7% |
| 6M | +35.4% | -46.6% | +82.1% | +44.8% |
| YTD | +21.1% | -36.5% | +57.5% | +25.6% |
| 1Y | +38.2% | -51.1% | +89.4% | +48.0% |
| 3Y | -14.6% | -55.2% | +40.7% | -12.4% |
| 5Y | -49.6% | -92.3% | +42.7% | -31.6% |
| All | -49.6% | -92.1% | +42.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling