+142.4%
GILD vs NIO
-90.3%
+232.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -0.8% |
| 7D | -4.8% | -2.9% | -1.9% | -4.7% |
| 30D | +5.8% | -18.7% | +24.5% | +6.4% |
| 3M | +14.9% | -29.4% | +44.4% | +16.1% |
| 6M | -0.4% | -32.5% | +32.2% | +0.7% |
| YTD | +18.5% | -27.6% | +46.2% | +19.4% |
| 1Y | +25.1% | -39.2% | +64.3% | +26.4% |
| 3Y | +105.9% | -64.3% | +170.2% | +108.9% |
| All | +142.4% | -90.3% | +232.7% | +154.2% |
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 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