+77.4%
GSK vs NTNX
+148.8%
-71.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -3.5% | -3.1% | -0.4% | -3.4% |
| 30D | -3.4% | +2.0% | -5.4% | -3.6% |
| 3M | -8.1% | +34.0% | -42.1% | -9.5% |
| 6M | -11.1% | +72.4% | -83.5% | -13.8% |
| YTD | +0.7% | +27.5% | -26.8% | -0.8% |
| 1Y | +20.1% | -18.7% | +38.9% | +20.9% |
| 3Y | +46.1% | +80.8% | -34.6% | +38.7% |
| 5Y | +48.2% | +54.5% | -6.2% | +39.9% |
| All | +77.4% | +148.8% | -71.3% | +53.6% |
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