+133.9%
ASML vs NTNX
+55.6%
+78.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +4.9% | +3.4% | +1.5% | +4.4% |
| 30D | -9.3% | -13.6% | +4.3% | -7.0% |
| 3M | -19.0% | -11.1% | -7.8% | -17.3% |
| 6M | -5.2% | +35.7% | -40.9% | -10.2% |
| YTD | +40.6% | +16.8% | +23.8% | +37.0% |
| 1Y | +47.5% | -9.1% | +56.7% | +52.8% |
| 3Y | +133.9% | +55.8% | +78.1% | +82.6% |
| All | +133.9% | +55.6% | +78.2% | +82.6% |
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