+2.0%
ISRG vs NIO
-90.7%
+92.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.7% |
| 7D | -1.6% | -13.0% | +11.5% | -0.1% |
| 30D | -2.3% | -18.3% | +16.0% | -0.2% |
| 3M | -12.4% | -33.2% | +20.8% | -8.8% |
| 6M | -26.8% | -21.5% | -5.3% | -25.8% |
| YTD | -35.3% | -25.5% | -9.8% | -34.1% |
| 1Y | -19.3% | -38.0% | +18.7% | -16.6% |
| 3Y | +18.1% | -65.5% | +83.6% | +26.3% |
| All | +2.0% | -90.7% | +92.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling