+81.9%
INCY vs NIO
-51.7%
+133.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.4% |
| 7D | +1.1% | -14.5% | +15.6% | +1.8% |
| 30D | +8.4% | -15.0% | +23.4% | +9.2% |
| 3M | +0.4% | -35.6% | +35.9% | +2.4% |
| 6M | +22.4% | -55.7% | +78.1% | +26.9% |
| YTD | +22.5% | -43.1% | +65.6% | +25.1% |
| 1Y | +14.8% | -53.5% | +68.3% | +18.3% |
| 3Y | +127.7% | -59.8% | +187.6% | +131.1% |
| 5Y | +84.4% | -93.2% | +177.6% | +98.6% |
| All | +81.9% | -51.7% | +133.5% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling