+236.8%
DGX vs NTNX
+148.8%
+88.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -0.9% | -3.1% | +2.3% | -0.7% |
| 30D | -1.2% | +2.0% | -3.1% | -1.3% |
| 3M | +15.8% | +34.0% | -18.2% | +13.6% |
| 6M | +18.2% | +72.4% | -54.2% | +13.8% |
| YTD | +37.2% | +27.5% | +9.7% | +34.5% |
| 1Y | +30.4% | -18.7% | +49.1% | +31.3% |
| 3Y | +96.7% | +80.8% | +16.0% | +83.9% |
| 5Y | +67.2% | +54.5% | +12.7% | +54.9% |
| All | +236.8% | +148.8% | +88.0% | +180.3% |
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 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