+1,590.8%
ASML vs NTNX
+146.9%
+1,443.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.9% |
| 7D | +2.5% | -3.9% | +6.4% | +3.4% |
| 30D | -6.2% | +1.7% | -7.9% | -6.7% |
| 3M | -2.6% | +31.7% | -34.3% | -8.8% |
| 6M | +22.4% | +69.4% | -46.9% | +6.8% |
| YTD | +58.5% | +26.6% | +31.9% | +46.9% |
| 1Y | +114.2% | -15.2% | +129.4% | +116.5% |
| 3Y | +175.5% | +80.9% | +94.6% | +125.4% |
| 5Y | +105.9% | +53.3% | +52.6% | +66.9% |
| All | +1,590.8% | +146.9% | +1,443.9% | +1,044.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling