+204.8%
AMGN vs NTNX
+148.8%
+56.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -13.7% | -3.1% | -10.6% | -13.5% |
| 30D | -8.8% | +2.0% | -10.8% | -9.0% |
| 3M | +7.2% | +34.0% | -26.8% | +4.9% |
| 6M | +1.3% | +72.4% | -71.1% | -3.1% |
| YTD | +17.6% | +27.5% | -9.9% | +15.0% |
| 1Y | +37.2% | -18.7% | +55.9% | +38.4% |
| 3Y | +57.7% | +80.8% | -23.0% | +46.2% |
| 5Y | +106.3% | +54.5% | +51.8% | +89.8% |
| All | +204.8% | +148.8% | +56.1% | +154.4% |
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