+92.9%
FTNT vs NTNX
-15.3%
+108.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | -0.1% | -3.1% | +3.0% | +1.2% |
| 30D | -3.0% | +2.0% | -4.9% | -3.6% |
| 3M | +7.6% | +34.0% | -26.4% | -4.6% |
| 6M | +87.0% | +72.4% | +14.6% | +52.0% |
| YTD | +96.5% | +27.5% | +69.0% | +66.0% |
| 1Y | +92.9% | -18.7% | +111.7% | +80.8% |
| All | +92.9% | -15.3% | +108.3% | +80.8% |
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 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