-23.0%
IDXX vs NTNX
+54.0%
-77.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | -5.7% | -3.1% | -2.6% | -5.1% |
| 30D | -11.5% | +2.0% | -13.5% | -12.0% |
| 3M | -9.5% | +34.0% | -43.5% | -14.9% |
| 6M | -16.0% | +72.4% | -88.3% | -25.4% |
| YTD | -25.4% | +27.5% | -52.9% | -29.9% |
| 1Y | -21.8% | -18.7% | -3.0% | -19.6% |
| 3Y | +7.0% | +80.8% | -73.7% | -12.7% |
| All | -23.0% | +54.0% | -77.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling