+51.8%
FTNT vs NTNX
-9.1%
+60.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.8% |
| 7D | -25.7% | -12.3% | -13.3% | -20.4% |
| 30D | -29.7% | -13.2% | -16.5% | -24.3% |
| 3M | -23.1% | +3.6% | -26.7% | -23.1% |
| 6M | +45.0% | +45.7% | -0.7% | +26.0% |
| YTD | +62.9% | +23.2% | +39.7% | +39.1% |
| 1Y | +51.8% | -9.1% | +60.9% | +32.0% |
| All | +51.8% | -9.1% | +60.9% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling