+133.7%
IBM vs NTNX
+146.9%
-13.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | -0.3% | -3.9% | +3.6% | +0.2% |
| 30D | -1.8% | +1.7% | -3.6% | -2.1% |
| 3M | -13.5% | +31.7% | -45.2% | -16.6% |
| 6M | -5.1% | +69.4% | -74.5% | -11.3% |
| YTD | -19.4% | +26.6% | -45.9% | -22.1% |
| 1Y | -6.5% | -15.2% | +8.7% | -5.8% |
| 3Y | +73.8% | +80.9% | -7.1% | +58.1% |
| 5Y | +116.3% | +53.3% | +63.0% | +95.6% |
| All | +133.7% | +146.9% | -13.2% | +88.4% |
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