+132.4%
ADBE vs NTNX
+148.8%
-16.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -5.4% | -3.1% | -2.2% | -4.6% |
| 30D | -2.5% | +2.0% | -4.5% | -2.9% |
| 3M | +15.3% | +34.0% | -18.7% | +7.2% |
| 6M | -7.8% | +72.4% | -80.2% | -19.6% |
| YTD | -27.9% | +27.5% | -55.5% | -32.5% |
| 1Y | -28.0% | -18.7% | -9.3% | -25.4% |
| 3Y | -55.3% | +80.8% | -136.1% | -63.2% |
| 5Y | -61.7% | +54.5% | -116.2% | -68.8% |
| All | +132.4% | +148.8% | -16.4% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling