+40.7%
ILMN vs NIO
-64.6%
+105.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +1.2% | -13.0% | +14.3% | +3.1% |
| 30D | +9.2% | -18.3% | +27.5% | +12.1% |
| 3M | +29.8% | -33.2% | +63.1% | +36.8% |
| 6M | +69.2% | -21.5% | +90.7% | +72.4% |
| YTD | +66.4% | -25.5% | +91.9% | +70.2% |
| 1Y | +123.4% | -38.0% | +161.4% | +134.4% |
| All | +40.7% | -64.6% | +105.3% | +51.6% |
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