+162.8%
FTNT vs NTNX
+54.0%
+108.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | -0.1% | -3.1% | +3.0% | +1.0% |
| 30D | -3.0% | +2.0% | -4.9% | -3.5% |
| 3M | +7.6% | +34.0% | -26.4% | -3.1% |
| 6M | +87.0% | +72.4% | +14.6% | +54.3% |
| YTD | +96.5% | +27.5% | +69.0% | +78.4% |
| 1Y | +92.9% | -18.7% | +111.7% | +101.7% |
| 3Y | +139.8% | +80.8% | +59.1% | +85.6% |
| All | +162.8% | +54.0% | +108.8% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling