-8.2%
DHR vs NTNX
+82.3%
-90.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | -3.1% | -0.5% | -3.3% |
| 30D | -2.7% | +2.0% | -4.7% | -3.0% |
| 3M | +10.9% | +34.0% | -23.0% | +7.5% |
| 6M | +3.0% | +72.4% | -69.3% | -3.1% |
| YTD | -12.2% | +27.5% | -39.7% | -15.1% |
| 1Y | +3.3% | -18.7% | +22.0% | +4.5% |
| 3Y | -8.2% | +80.8% | -89.0% | -17.7% |
| All | -8.2% | +82.3% | -90.5% | -17.7% |
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