+225.6%
COMP vs NTNX
+85.1%
+140.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -13.9% | +3.8% | -17.7% | -14.6% |
| 3M | +30.7% | +31.9% | -1.2% | +23.2% |
| 6M | +18.7% | +68.5% | -49.8% | +5.4% |
| YTD | +1.0% | +29.5% | -28.5% | -5.4% |
| 1Y | +15.1% | -11.6% | +26.7% | +16.5% |
| All | +225.6% | +85.1% | +140.5% | +110.2% |
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 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