+557.2%
INSM vs NIO
-38.5%
+595.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.2% |
| 7D | +2.5% | -2.9% | +5.4% | +2.9% |
| 30D | -2.2% | -18.7% | +16.6% | +0.8% |
| 3M | +33.8% | -29.4% | +63.2% | +40.4% |
| 6M | -7.2% | -32.5% | +25.4% | -2.2% |
| YTD | -25.6% | -27.6% | +2.0% | -22.8% |
| 1Y | -11.2% | -39.2% | +28.0% | -6.3% |
| 3Y | +388.3% | -64.3% | +452.6% | +424.2% |
| 5Y | +376.6% | -90.3% | +466.9% | +479.1% |
| All | +557.2% | -38.5% | +595.7% | +473.9% |
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