+89.5%
ILMN vs NIO
-62.1%
+151.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.0% | -5.2% | -7.8% |
| 7D | -28.3% | -3.6% | -24.7% | -27.9% |
| 30D | -24.0% | -8.0% | -15.9% | -23.1% |
| 3M | +4.1% | -31.2% | +35.3% | +9.1% |
| 6M | +49.6% | -45.8% | +95.3% | +61.0% |
| YTD | +58.6% | -37.3% | +95.8% | +65.7% |
| 1Y | +69.9% | -56.1% | +126.0% | +87.3% |
| All | +89.5% | -62.1% | +151.6% | +107.9% |
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