+1,155.1%
COHR vs NTNX
+148.8%
+1,006.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 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% | -23.6% |
| 6M | +21.5% | +72.4% | -50.9% | +0.9% |
| YTD | +65.4% | +27.5% | +37.9% | +48.9% |
| 1Y | +195.0% | -18.7% | +213.8% | +201.6% |
| 3Y | +830.2% | +80.8% | +749.4% | +642.0% |
| 5Y | +397.1% | +54.5% | +342.6% | +294.3% |
| All | +1,155.1% | +148.8% | +1,006.4% | +720.2% |
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