+48.4%
COHR vs NTNX
-15.4%
+63.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +9.2% |
| 7D | +20.2% | -5.6% | +25.8% | +20.0% |
| 30D | -18.6% | -18.9% | +0.3% | -20.1% |
| 3M | -28.6% | -6.5% | -22.1% | -27.9% |
| 6M | -38.2% | +33.2% | -71.4% | -33.6% |
| YTD | +27.1% | +16.3% | +10.7% | +35.7% |
| 1Y | +48.4% | -12.3% | +60.7% | +60.1% |
| All | +48.4% | -15.4% | +63.8% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling