+93.9%
ILMN vs NIO
-54.1%
+148.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -5.1% |
| 7D | -21.6% | -0.6% | -21.0% | -21.5% |
| 30D | -22.9% | -3.5% | -19.4% | -22.7% |
| 3M | +11.6% | -30.7% | +42.3% | +12.2% |
| 6M | +62.5% | -45.6% | +108.2% | +63.6% |
| YTD | +72.7% | -35.3% | +108.0% | +76.6% |
| 1Y | +93.9% | -53.9% | +147.8% | +130.5% |
| All | +93.9% | -54.1% | +148.0% | +130.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling