-74.3%
GRAB vs NTNX
+140.8%
-215.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | -10.8% | -3.1% | -7.7% | -10.0% |
| 30D | -15.5% | +2.0% | -17.5% | -16.1% |
| 3M | -9.0% | +34.0% | -42.9% | -16.1% |
| 6M | -21.6% | +72.4% | -94.0% | -33.3% |
| YTD | -38.9% | +27.5% | -66.4% | -43.7% |
| 1Y | -44.8% | -18.7% | -26.1% | -42.7% |
| 3Y | -18.4% | +80.8% | -99.2% | -36.9% |
| 5Y | -71.6% | +54.5% | -126.1% | -78.4% |
| All | -74.3% | +140.8% | -215.2% | -83.2% |
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