+2,628.9%
AVGO vs NTNX
+148.8%
+2,480.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +1.1% | -3.1% | +4.3% | +1.9% |
| 30D | -13.0% | +2.0% | -15.0% | -13.4% |
| 3M | -6.0% | +34.0% | -39.9% | -12.2% |
| 6M | +6.4% | +72.4% | -66.0% | -7.2% |
| YTD | +5.0% | +27.5% | -22.6% | -2.4% |
| 1Y | +1.4% | -18.7% | +20.1% | +3.9% |
| 3Y | +336.8% | +80.8% | +256.1% | +268.8% |
| 5Y | +698.2% | +54.5% | +643.7% | +565.1% |
| All | +2,628.9% | +148.8% | +2,480.2% | +1,757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling