+50.0%
ADP vs NTNX
+54.0%
-4.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.8% | -3.1% | +0.4% | -2.3% |
| 30D | +0.2% | +2.0% | -1.7% | -0.1% |
| 3M | +20.5% | +34.0% | -13.5% | +15.6% |
| 6M | +28.8% | +72.4% | -43.6% | +19.3% |
| YTD | +6.6% | +27.5% | -20.9% | +2.1% |
| 1Y | -6.9% | -18.7% | +11.8% | -6.3% |
| 3Y | +16.1% | +80.8% | -64.6% | +2.6% |
| All | +50.0% | +54.0% | -4.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling