+3,653.5%
ANET vs NTNX
+148.8%
+3,504.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +3.0% | -3.1% | +6.1% | +3.9% |
| 30D | -5.2% | +2.0% | -7.1% | -5.8% |
| 3M | +27.6% | +34.0% | -6.3% | +17.6% |
| 6M | +44.4% | +72.4% | -28.0% | +23.5% |
| YTD | +52.3% | +27.5% | +24.8% | +40.0% |
| 1Y | +30.4% | -18.7% | +49.2% | +34.2% |
| 3Y | +313.3% | +80.8% | +232.5% | +243.1% |
| 5Y | +810.0% | +54.5% | +755.5% | +647.2% |
| All | +3,653.5% | +148.8% | +3,504.7% | +2,505.5% |
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