-49.7%
COMP vs NTNX
+141.0%
-190.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.9% | -4.3% |
| 7D | -8.4% | -3.9% | -4.5% | -7.0% |
| 30D | -20.2% | +1.7% | -21.9% | -20.8% |
| 3M | +28.1% | +31.7% | -3.7% | +14.7% |
| 6M | +14.9% | +69.4% | -54.5% | -8.5% |
| YTD | -4.2% | +26.6% | -30.7% | -14.6% |
| 1Y | +10.2% | -15.2% | +25.4% | +14.3% |
| 3Y | +203.3% | +80.9% | +122.4% | +94.1% |
| 5Y | -29.2% | +53.3% | -82.5% | -57.8% |
| All | -49.7% | +141.0% | -190.8% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling