-43.8%
ILMN vs NIO
-93.2%
+49.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.3% |
| 7D | -2.9% | -14.5% | +11.6% | 0.0% |
| 30D | -23.8% | -15.0% | -8.9% | -21.4% |
| 3M | +7.5% | -35.6% | +43.0% | +16.4% |
| 6M | +42.8% | -55.7% | +98.4% | +64.8% |
| YTD | +57.8% | -43.1% | +101.0% | +71.2% |
| 1Y | +72.6% | -53.5% | +126.1% | +94.3% |
| 3Y | +129.3% | -59.8% | +189.2% | +146.0% |
| All | -43.8% | -93.2% | +49.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling