+184.3%
NVS vs NIO
-46.0%
+230.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -2.8% | -1.8% | -1.0% | -2.8% |
| 30D | +11.5% | -6.6% | +18.1% | +11.6% |
| 3M | +3.7% | -29.9% | +33.6% | +4.4% |
| 6M | +10.4% | -46.6% | +57.0% | +11.7% |
| YTD | +19.8% | -36.5% | +56.3% | +20.7% |
| 1Y | +26.6% | -51.1% | +77.7% | +28.1% |
| 3Y | +90.1% | -55.2% | +145.4% | +91.0% |
| 5Y | +133.4% | -92.3% | +225.7% | +140.5% |
| All | +184.3% | -46.0% | +230.3% | +178.1% |
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