+656.8%
GRMN vs NTNX
+148.8%
+508.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.5% | +4.1% |
| 7D | +2.4% | -3.1% | +5.6% | +2.9% |
| 30D | -8.5% | +2.0% | -10.4% | -8.7% |
| 3M | +19.5% | +34.0% | -14.5% | +14.7% |
| 6M | +21.2% | +72.4% | -51.2% | +11.8% |
| YTD | +41.0% | +27.5% | +13.5% | +35.3% |
| 1Y | +19.6% | -18.7% | +38.3% | +21.6% |
| 3Y | +183.8% | +80.8% | +103.0% | +153.8% |
| 5Y | +83.0% | +54.5% | +28.5% | +61.4% |
| All | +656.8% | +148.8% | +508.1% | +492.8% |
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 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