+163.7%
GILD vs NIO
-40.3%
+204.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.5% |
| 7D | -4.2% | -7.3% | +3.0% | -4.1% |
| 30D | +6.7% | -22.5% | +29.2% | +7.2% |
| 3M | +20.0% | -30.9% | +50.9% | +20.9% |
| 6M | -1.3% | -37.2% | +35.9% | -0.5% |
| YTD | +19.4% | -29.8% | +49.2% | +20.1% |
| 1Y | +28.9% | -37.4% | +66.3% | +29.8% |
| 3Y | +110.3% | -64.3% | +174.6% | +112.1% |
| 5Y | +144.8% | -90.6% | +235.4% | +150.0% |
| All | +163.7% | -40.3% | +204.0% | +158.0% |
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