+9.8%
BABA vs NTNX
+148.8%
-139.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -3.5% | -3.1% | -0.3% | -3.0% |
| 30D | -12.7% | +2.0% | -14.7% | -13.1% |
| 3M | -3.0% | +34.0% | -37.0% | -7.8% |
| 6M | -19.1% | +72.4% | -91.5% | -26.7% |
| YTD | -24.7% | +27.5% | -52.3% | -28.6% |
| 1Y | -29.0% | -18.7% | -10.3% | -27.7% |
| 3Y | +30.9% | +80.8% | -49.8% | +12.8% |
| 5Y | -30.9% | +54.5% | -85.4% | -41.3% |
| All | +9.8% | +148.8% | -139.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling