+67.1%
TEVA vs NIO
-38.5%
+105.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.7% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | +1.0% | -18.7% | +19.7% | +3.2% |
| 3M | +7.3% | -29.4% | +36.8% | +11.4% |
| 6M | +21.7% | -32.5% | +54.3% | +26.4% |
| YTD | +18.8% | -27.6% | +46.5% | +22.0% |
| 1Y | +86.5% | -39.2% | +125.7% | +94.2% |
| 3Y | +269.4% | -64.3% | +333.7% | +289.8% |
| 5Y | +303.6% | -90.3% | +393.9% | +362.1% |
| All | +67.1% | -38.5% | +105.6% | +46.9% |
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