+143.8%
NVS vs NIO
-38.3%
+182.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -15.4% | -4.1% | -11.2% | -15.3% |
| 30D | -12.3% | -23.2% | +10.9% | -11.9% |
| 3M | -7.8% | -29.9% | +22.1% | -7.2% |
| 6M | -13.0% | -25.1% | +12.1% | -12.6% |
| YTD | +2.8% | -27.5% | +30.2% | +3.2% |
| 1Y | +10.6% | -41.1% | +51.7% | +11.5% |
| 3Y | +55.1% | -63.1% | +118.2% | +56.5% |
| 5Y | +91.7% | -90.4% | +182.1% | +96.6% |
| All | +143.8% | -38.3% | +182.2% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling