+2,013.1%
FTNT vs NTNX
+148.8%
+1,864.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | -0.1% | -3.1% | +3.0% | +0.7% |
| 30D | -3.0% | +2.0% | -4.9% | -3.4% |
| 3M | +7.6% | +34.0% | -26.4% | -1.0% |
| 6M | +87.0% | +72.4% | +14.6% | +60.4% |
| YTD | +96.5% | +27.5% | +69.0% | +82.4% |
| 1Y | +92.9% | -18.7% | +111.7% | +100.7% |
| 3Y | +139.8% | +80.8% | +59.1% | +96.6% |
| 5Y | +151.3% | +54.5% | +96.8% | +103.9% |
| All | +2,013.1% | +148.8% | +1,864.3% | +1,298.2% |
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