-37.4%
ILMN vs NIO
-46.0%
+8.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -6.0% | -1.8% | -4.2% | -5.8% |
| 30D | -23.0% | -6.6% | -16.4% | -22.4% |
| 3M | +10.4% | -29.9% | +40.3% | +15.1% |
| 6M | +49.4% | -46.6% | +96.0% | +60.3% |
| YTD | +62.3% | -36.5% | +98.8% | +69.1% |
| 1Y | +73.7% | -51.1% | +124.8% | +86.5% |
| 3Y | +122.5% | -55.2% | +177.8% | +130.6% |
| 5Y | -43.2% | -92.3% | +49.2% | -33.5% |
| All | -37.4% | -46.0% | +8.6% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling