+37.4%
GILD vs NTNX
+0.3%
+37.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.7% | -1.6% | +5.2% | +3.7% |
| 30D | +14.6% | +11.6% | +3.0% | +14.3% |
| 3M | +17.7% | +23.8% | -6.2% | +17.0% |
| 6M | +3.1% | +68.8% | -65.7% | +2.6% |
| YTD | +24.5% | +31.7% | -7.1% | +24.8% |
| 1Y | +37.4% | -0.9% | +38.3% | +34.2% |
| All | +37.4% | +0.3% | +37.1% | +34.2% |
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 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