+30.9%
QCOM vs NIO
-90.7%
+121.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +3.3% | -13.0% | +16.4% | +5.6% |
| 30D | +7.7% | -18.3% | +26.0% | +11.1% |
| 3M | -30.1% | -33.2% | +3.2% | -25.5% |
| 6M | +22.8% | -21.5% | +44.3% | +25.5% |
| YTD | +0.2% | -25.5% | +25.7% | +2.8% |
| 1Y | +7.9% | -38.0% | +45.9% | +13.7% |
| 3Y | +55.8% | -65.5% | +121.3% | +71.1% |
| All | +30.9% | -90.7% | +121.6% | +66.6% |
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