+112.2%
ILMN vs NIO
-56.4%
+168.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | -2.6% | +6.9% | -9.5% | -3.4% |
| 30D | -20.6% | -4.7% | -15.9% | -20.1% |
| 3M | +17.5% | -28.1% | +45.5% | +22.3% |
| 6M | +55.6% | -41.7% | +97.3% | +65.8% |
| YTD | +68.3% | -33.1% | +101.5% | +74.3% |
| 1Y | +81.1% | -50.3% | +131.4% | +96.0% |
| 3Y | +112.2% | -54.4% | +166.5% | +120.6% |
| All | +112.2% | -56.4% | +168.5% | +120.6% |
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