-47.8%
COMP vs NTNX
+142.9%
-190.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | -5.5% | -3.1% | -2.3% | -4.3% |
| 30D | -17.4% | +2.0% | -19.4% | -18.1% |
| 3M | +24.4% | +34.0% | -9.6% | +10.7% |
| 6M | +21.8% | +72.4% | -50.6% | -3.6% |
| YTD | -0.6% | +27.5% | -28.1% | -11.6% |
| 1Y | +11.5% | -18.7% | +30.2% | +17.7% |
| 3Y | +220.4% | +80.8% | +139.7% | +105.5% |
| 5Y | -26.6% | +54.5% | -81.0% | -56.4% |
| All | -47.8% | +142.9% | -190.7% | -71.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling