-37.4%
ILMN vs NIO
-43.5%
+6.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.5% | +1.8% |
| 7D | -9.7% | +5.6% | -15.3% | -10.3% |
| 30D | -20.4% | -4.2% | -16.2% | -20.0% |
| 3M | +10.0% | -26.3% | +36.3% | +14.0% |
| 6M | +49.5% | -42.5% | +92.0% | +58.9% |
| YTD | +62.5% | -33.5% | +96.0% | +68.3% |
| 1Y | +76.0% | -52.7% | +128.6% | +89.7% |
| 3Y | +94.2% | -57.5% | +151.6% | +102.4% |
| 5Y | -46.3% | -92.0% | +45.7% | -37.6% |
| All | -37.4% | -43.5% | +6.1% | -38.1% |
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