+313.3%
ANET vs NTNX
+82.3%
+231.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.3% |
| 7D | +3.0% | -3.1% | +6.1% | +4.1% |
| 30D | -5.2% | +2.0% | -7.1% | -6.0% |
| 3M | +27.6% | +34.0% | -6.3% | +14.3% |
| 6M | +44.4% | +72.4% | -28.0% | +16.2% |
| YTD | +52.3% | +27.5% | +24.8% | +36.9% |
| 1Y | +30.4% | -18.7% | +49.2% | +41.9% |
| 3Y | +313.3% | +80.8% | +232.5% | +189.9% |
| All | +313.3% | +82.3% | +231.0% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling