+76.6%
ILMN vs NIO
-52.9%
+129.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.2% | -2.4% |
| 7D | -9.8% | +2.8% | -12.6% | -9.9% |
| 30D | -22.7% | -8.4% | -14.4% | -22.5% |
| 3M | +12.1% | -32.0% | +44.0% | +12.6% |
| 6M | +51.5% | -43.9% | +95.4% | +52.1% |
| YTD | +63.9% | -35.7% | +99.5% | +67.3% |
| 1Y | +76.6% | -51.1% | +127.7% | +91.3% |
| All | +76.6% | -52.9% | +129.5% | +91.3% |
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