+249.4%
EQIX vs NTNX
+148.8%
+100.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -2.5% | +2.0% | -4.4% | -2.8% |
| 3M | 0.0% | +34.0% | -34.0% | -3.5% |
| 6M | +7.6% | +72.4% | -64.7% | +0.3% |
| YTD | +37.5% | +27.5% | +10.0% | +32.4% |
| 1Y | +32.9% | -18.7% | +51.6% | +34.8% |
| 3Y | +42.8% | +80.8% | -38.0% | +29.4% |
| 5Y | +35.8% | +54.5% | -18.7% | +21.0% |
| All | +249.4% | +148.8% | +100.7% | +182.4% |
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