+145.8%
JNJ vs NIO
-36.7%
+182.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -1.1% |
| 7D | +2.7% | -13.0% | +15.7% | +2.9% |
| 30D | +7.4% | -18.3% | +25.7% | +7.6% |
| 3M | +21.2% | -33.2% | +54.4% | +21.8% |
| 6M | +13.4% | -21.5% | +34.9% | +13.6% |
| YTD | +35.1% | -25.5% | +60.6% | +35.5% |
| 1Y | +57.4% | -38.0% | +95.4% | +58.1% |
| 3Y | +86.8% | -65.5% | +152.2% | +87.8% |
| 5Y | +80.8% | -90.6% | +171.4% | +83.9% |
| All | +145.8% | -36.7% | +182.5% | +134.3% |
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