+140.4%
DXCM vs NIO
-36.7%
+177.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | -3.2% | -13.0% | +9.8% | -2.2% |
| 30D | +6.3% | -18.3% | +24.6% | +7.9% |
| 3M | +21.1% | -33.2% | +54.3% | +24.6% |
| 6M | +20.6% | -21.5% | +42.1% | +21.8% |
| YTD | +32.4% | -25.5% | +57.9% | +34.2% |
| 1Y | +8.8% | -38.0% | +46.9% | +11.4% |
| 3Y | -13.7% | -65.5% | +51.7% | -10.6% |
| 5Y | -35.2% | -90.6% | +55.4% | -29.6% |
| All | +140.4% | -36.7% | +177.1% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling