+602.3%
COST vs NTNX
+148.8%
+453.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | -4.7% | +2.0% | -6.7% | -4.9% |
| 3M | -7.1% | +34.0% | -41.1% | -9.5% |
| 6M | -8.5% | +72.4% | -80.9% | -13.2% |
| YTD | +5.4% | +27.5% | -22.1% | +2.5% |
| 1Y | -5.6% | -18.7% | +13.1% | -4.7% |
| 3Y | +68.5% | +80.8% | -12.3% | +55.8% |
| 5Y | +105.2% | +54.5% | +50.8% | +87.6% |
| All | +602.3% | +148.8% | +453.5% | +488.4% |
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