+46.1%
ASML vs NTNX
-9.1%
+55.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.7% |
| 7D | -10.0% | -12.3% | +2.3% | -11.3% |
| 30D | -19.4% | -13.2% | -6.2% | -20.8% |
| 3M | -12.5% | +3.6% | -16.1% | -11.4% |
| 6M | +8.2% | +45.7% | -37.4% | +15.9% |
| YTD | +40.7% | +23.2% | +17.5% | +47.8% |
| 1Y | +46.1% | -9.1% | +55.2% | +51.2% |
| All | +46.1% | -9.1% | +55.2% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling