+1,104.0%
LLY vs NIO
-36.7%
+1,140.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -2.1% | -13.0% | +10.9% | -1.9% |
| 30D | -1.6% | -18.3% | +16.7% | -1.2% |
| 3M | +2.3% | -33.2% | +35.5% | +3.1% |
| 6M | +14.9% | -21.5% | +36.4% | +15.3% |
| YTD | +7.5% | -25.5% | +33.0% | +7.9% |
| 1Y | +55.7% | -38.0% | +93.7% | +56.7% |
| 3Y | +110.6% | -65.5% | +176.1% | +112.7% |
| 5Y | +363.4% | -90.6% | +454.0% | +375.7% |
| All | +1,104.0% | -36.7% | +1,140.6% | +1,073.3% |
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