+23.9%
ISRG vs NIO
-92.1%
+116.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.9% | -9.3% | -4.0% |
| 7D | +4.8% | +5.6% | -0.8% | +4.2% |
| 30D | +9.2% | -4.2% | +13.5% | +9.7% |
| 3M | +21.2% | -26.3% | +47.5% | +24.9% |
| 6M | +0.2% | -42.5% | +42.8% | +5.7% |
| YTD | -20.1% | -33.5% | +13.5% | -17.7% |
| 1Y | -17.3% | -52.7% | +35.3% | -11.6% |
| 3Y | +63.3% | -57.5% | +120.8% | +68.9% |
| All | +23.9% | -92.1% | +116.0% | +46.4% |
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