+5.2%
CMCSA vs NTNX
+148.8%
-143.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -4.9% | -3.1% | -1.7% | -4.6% |
| 30D | -1.1% | +2.0% | -3.0% | -1.3% |
| 3M | +6.6% | +34.0% | -27.4% | +3.3% |
| 6M | -15.5% | +72.4% | -87.9% | -20.6% |
| YTD | -6.7% | +27.5% | -34.2% | -9.7% |
| 1Y | -15.6% | -18.7% | +3.1% | -14.5% |
| 3Y | -33.7% | +80.8% | -114.4% | -40.1% |
| 5Y | -46.6% | +54.5% | -101.1% | -52.4% |
| All | +5.2% | +148.8% | -143.6% | -17.9% |
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