+129.3%
ADBE vs NTNX
+146.9%
-17.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.8% |
| 7D | -12.9% | -3.9% | -9.0% | -12.0% |
| 30D | -5.6% | +1.7% | -7.4% | -6.0% |
| 3M | +6.6% | +31.7% | -25.1% | -0.4% |
| 6M | -9.6% | +69.4% | -78.9% | -20.8% |
| YTD | -28.9% | +26.6% | -55.5% | -33.3% |
| 1Y | -28.9% | -15.2% | -13.7% | -27.1% |
| 3Y | -55.6% | +80.9% | -136.5% | -63.4% |
| 5Y | -62.2% | +53.3% | -115.6% | -69.1% |
| All | +129.3% | +146.9% | -17.6% | +60.9% |
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