+336.8%
AVGO vs NTNX
+82.3%
+254.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +1.1% | -3.1% | +4.3% | +2.0% |
| 30D | -13.0% | +2.0% | -15.0% | -13.5% |
| 3M | -6.0% | +34.0% | -39.9% | -13.8% |
| 6M | +6.4% | +72.4% | -66.0% | -11.1% |
| YTD | +5.0% | +27.5% | -22.6% | -3.4% |
| 1Y | +1.4% | -18.7% | +20.1% | +9.5% |
| 3Y | +336.8% | +80.8% | +256.1% | +211.1% |
| All | +336.8% | +82.3% | +254.5% | +211.1% |
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 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