-46.7%
COMP vs NTNX
+148.7%
-195.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | -14.5% | +7.7% | -22.2% | -17.1% |
| 3M | +41.8% | +30.2% | +11.7% | +27.5% |
| 6M | +23.6% | +69.4% | -45.9% | -1.5% |
| YTD | +1.7% | +30.6% | -28.9% | -10.5% |
| 1Y | +12.6% | -10.0% | +22.6% | +13.9% |
| 3Y | +221.9% | +86.6% | +135.2% | +103.5% |
| 5Y | -28.1% | +57.1% | -85.2% | -57.7% |
| All | -46.7% | +148.7% | -195.3% | -70.6% |
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