-2.9%
IBM vs NTNX
-15.3%
+12.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +3.6% | -3.1% | +6.7% | +4.8% |
| 30D | +3.1% | +2.0% | +1.1% | +2.3% |
| 3M | -10.8% | +34.0% | -44.8% | -19.9% |
| 6M | -0.8% | +72.4% | -73.2% | -16.2% |
| YTD | -16.2% | +27.5% | -43.7% | -27.0% |
| 1Y | -2.9% | -18.7% | +15.9% | -11.1% |
| All | -2.9% | -15.3% | +12.4% | -11.1% |
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