+14.1%
QCOM vs NIO
-93.2%
+107.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.8% |
| 7D | +4.3% | -14.5% | +18.7% | +6.9% |
| 30D | -0.1% | -15.0% | +14.9% | +2.6% |
| 3M | +5.2% | -35.6% | +40.8% | +12.6% |
| 6M | -18.4% | -55.7% | +37.3% | -7.8% |
| YTD | +2.4% | -43.1% | +45.5% | +9.6% |
| 1Y | +0.9% | -53.5% | +54.4% | +11.7% |
| 3Y | +48.4% | -59.8% | +108.2% | +56.7% |
| All | +14.1% | -93.2% | +107.3% | +44.4% |
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