+45.8%
CVS vs NTNX
+146.9%
-101.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -2.0% | -3.9% | +1.9% | -1.8% |
| 30D | +1.9% | +1.7% | +0.2% | +1.8% |
| 3M | -2.2% | +31.7% | -33.9% | -3.6% |
| 6M | +26.7% | +69.4% | -42.6% | +23.1% |
| YTD | +22.9% | +26.6% | -3.7% | +21.0% |
| 1Y | +32.9% | -15.2% | +48.1% | +33.4% |
| 3Y | +62.3% | +80.9% | -18.6% | +53.4% |
| 5Y | +34.2% | +53.3% | -19.1% | +26.0% |
| All | +45.8% | +146.9% | -101.1% | +36.1% |
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