+541.4%
INSM vs NIO
-36.7%
+578.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | +6.5% | -13.0% | +19.6% | +8.7% |
| 30D | +27.5% | -18.3% | +45.8% | +31.2% |
| 3M | +20.4% | -33.2% | +53.6% | +27.5% |
| 6M | -15.7% | -21.5% | +5.7% | -13.3% |
| YTD | -27.4% | -25.5% | -1.9% | -25.0% |
| 1Y | -11.4% | -38.0% | +26.6% | -6.8% |
| 3Y | +457.8% | -65.5% | +523.3% | +501.9% |
| 5Y | +343.0% | -90.6% | +433.6% | +439.9% |
| All | +541.4% | -36.7% | +578.1% | +457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling