+514.6%
ABBV vs NTNX
+148.8%
+365.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.5% |
| 30D | +3.4% | +2.0% | +1.4% | +3.2% |
| 3M | +15.2% | +34.0% | -18.7% | +12.9% |
| 6M | +14.7% | +72.4% | -57.7% | +10.2% |
| YTD | +15.2% | +27.5% | -12.3% | +12.8% |
| 1Y | +20.4% | -18.7% | +39.1% | +21.4% |
| 3Y | +91.3% | +80.8% | +10.6% | +78.6% |
| 5Y | +189.6% | +54.5% | +135.1% | +168.4% |
| All | +514.6% | +148.8% | +365.8% | +424.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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