+7.0%
IDXX vs NIO
-64.5%
+71.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.5% |
| 7D | -5.7% | -2.9% | -2.8% | -5.6% |
| 30D | -11.5% | -18.7% | +7.2% | -10.8% |
| 3M | -9.5% | -29.4% | +19.9% | -8.2% |
| 6M | -16.0% | -32.5% | +16.6% | -14.9% |
| YTD | -25.4% | -27.6% | +2.2% | -24.9% |
| 1Y | -21.8% | -39.2% | +17.4% | -20.5% |
| 3Y | +7.0% | -64.3% | +71.3% | +11.4% |
| All | +7.0% | -64.5% | +71.5% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling