+2,980.5%
ENPH vs NTNX
+148.8%
+2,831.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | -0.1% | -3.1% | +3.1% | +0.8% |
| 30D | -10.8% | +2.0% | -12.8% | -11.4% |
| 3M | -33.8% | +34.0% | -67.8% | -39.3% |
| 6M | -16.1% | +72.4% | -88.5% | -29.7% |
| YTD | +13.4% | +27.5% | -14.1% | +3.5% |
| 1Y | -2.6% | -18.7% | +16.1% | +0.4% |
| 3Y | -70.3% | +80.8% | -151.0% | -78.0% |
| 5Y | -77.0% | +54.5% | -131.5% | -83.1% |
| All | +2,980.5% | +148.8% | +2,831.8% | +1,676.6% |
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