+145.4%
ISRG vs NIO
-46.0%
+191.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -6.8% | -1.8% | -4.9% | -6.6% |
| 30D | +5.1% | -6.6% | +11.7% | +5.7% |
| 3M | +12.0% | -29.9% | +41.9% | +15.3% |
| 6M | +7.0% | -46.6% | +53.6% | +12.3% |
| YTD | -20.6% | -36.5% | +15.8% | -18.4% |
| 1Y | -21.4% | -51.1% | +29.7% | -17.5% |
| 3Y | +62.0% | -55.2% | +117.2% | +65.1% |
| 5Y | +28.1% | -92.3% | +120.5% | +43.9% |
| All | +145.4% | -46.0% | +191.4% | +129.6% |
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