+282.8%
DXCM vs NTNX
+152.6%
+130.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -4.3% | +3.8% | -8.1% | -5.1% |
| 3M | +7.3% | +31.9% | -24.7% | +1.3% |
| 6M | +22.0% | +68.5% | -46.5% | +8.6% |
| YTD | +26.4% | +29.5% | -3.1% | +18.2% |
| 1Y | +7.0% | -11.6% | +18.6% | +7.4% |
| 3Y | -19.6% | +85.1% | -104.7% | -32.9% |
| 5Y | -39.3% | +54.8% | -94.1% | -50.1% |
| All | +282.8% | +152.6% | +130.1% | +163.8% |
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