+193.7%
ADSK vs NTNX
+148.8%
+44.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -1.7% |
| 30D | -14.9% | +2.0% | -16.8% | -15.3% |
| 3M | +3.3% | +34.0% | -30.6% | -4.5% |
| 6M | -15.7% | +72.4% | -88.0% | -27.3% |
| YTD | -28.2% | +27.5% | -55.8% | -33.3% |
| 1Y | -34.5% | -18.7% | -15.8% | -32.1% |
| 3Y | -2.9% | +80.8% | -83.6% | -20.9% |
| 5Y | -25.3% | +54.5% | -79.8% | -40.2% |
| All | +193.7% | +148.8% | +44.9% | +93.9% |
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