+113.5%
CSCO vs NTNX
+82.3%
+31.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +2.7% | -3.1% | +5.8% | +3.1% |
| 30D | -9.5% | +2.0% | -11.4% | -9.8% |
| 3M | -7.6% | +34.0% | -41.6% | -11.1% |
| 6M | +44.9% | +72.4% | -27.5% | +34.8% |
| YTD | +47.7% | +27.5% | +20.2% | +42.3% |
| 1Y | +69.1% | -18.7% | +87.8% | +72.8% |
| 3Y | +113.5% | +80.8% | +32.8% | +81.3% |
| All | +113.5% | +82.3% | +31.2% | +81.3% |
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