+41.9%
NIO vs BBIO
+136.7%
-94.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | -18.7% | -13.6% | -5.1% | -16.3% |
| 3M | -29.4% | +7.2% | -36.7% | -30.9% |
| 6M | -32.5% | +1.5% | -34.0% | -33.3% |
| YTD | -27.6% | -5.3% | -22.4% | -27.9% |
| 1Y | -39.2% | +37.7% | -76.9% | -44.2% |
| 3Y | -64.3% | +153.9% | -218.2% | -72.2% |
| 5Y | -90.3% | +43.9% | -134.2% | -94.1% |
| All | +41.9% | +136.7% | -94.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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