+830.2%
COHR vs NTNX
+82.3%
+747.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | +8.3% | -3.1% | +11.5% | +9.3% |
| 30D | -14.1% | +2.0% | -16.1% | -14.8% |
| 3M | -16.0% | +34.0% | -50.0% | -23.8% |
| 6M | +21.5% | +72.4% | -50.9% | -1.3% |
| YTD | +65.4% | +27.5% | +37.9% | +50.4% |
| 1Y | +195.0% | -18.7% | +213.8% | +227.5% |
| 3Y | +830.2% | +80.8% | +749.4% | +455.1% |
| All | +830.2% | +82.3% | +747.9% | +455.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling