+89.5%
INCY vs NIO
-38.3%
+127.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -2.2% | -4.1% | +2.0% | -2.0% |
| 30D | +3.7% | -23.2% | +26.9% | +4.9% |
| 3M | +22.1% | -29.9% | +52.0% | +24.0% |
| 6M | +29.8% | -25.1% | +54.9% | +31.0% |
| YTD | +27.6% | -27.5% | +55.0% | +28.9% |
| 1Y | +47.2% | -41.1% | +88.3% | +49.9% |
| 3Y | +97.0% | -63.1% | +160.1% | +100.7% |
| 5Y | +73.4% | -90.4% | +163.7% | +83.5% |
| All | +89.5% | -38.3% | +127.8% | +75.8% |
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