+172.0%
AXON vs NTNX
+54.0%
+117.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -7.0% | -3.1% | -3.9% | -6.0% |
| 30D | -20.1% | +2.0% | -22.0% | -20.6% |
| 3M | +7.4% | +34.0% | -26.5% | -1.9% |
| 6M | -7.4% | +72.4% | -79.8% | -21.8% |
| YTD | -15.6% | +27.5% | -43.1% | -22.4% |
| 1Y | -36.2% | -18.7% | -17.4% | -33.5% |
| 3Y | +124.8% | +80.8% | +44.1% | +76.1% |
| All | +172.0% | +54.0% | +117.9% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling