+89.6%
NVS vs NIO
-90.3%
+179.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.3% | -13.7% | -13.9% |
| 7D | -14.6% | -6.7% | -8.0% | -14.5% |
| 30D | -11.9% | -20.0% | +8.1% | -11.5% |
| 3M | -6.0% | -30.5% | +24.5% | -5.3% |
| 6M | -11.4% | -20.7% | +9.3% | -11.1% |
| YTD | +2.9% | -25.7% | +28.6% | +3.3% |
| 1Y | +10.2% | -38.6% | +48.8% | +11.0% |
| 3Y | +55.3% | -62.3% | +117.6% | +57.0% |
| 5Y | +89.6% | -90.1% | +179.7% | +94.2% |
| All | +89.6% | -90.3% | +179.9% | +94.2% |
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