+188.2%
ASML vs NTNX
+87.5%
+100.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.0% |
| 7D | +6.0% | +1.2% | +4.8% | +5.8% |
| 30D | +1.4% | +7.7% | -6.3% | +0.1% |
| 3M | +1.0% | +30.2% | -29.1% | -3.4% |
| 6M | +37.0% | +69.4% | -32.5% | +23.3% |
| YTD | +65.8% | +30.6% | +35.2% | +57.8% |
| 1Y | +123.1% | -10.0% | +133.1% | +134.0% |
| 3Y | +188.2% | +86.6% | +101.5% | +108.5% |
| All | +188.2% | +87.5% | +100.7% | +108.5% |
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 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