+16.8%
ILMN vs NTNX
+148.8%
-131.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -5.4% | -3.1% | -2.2% | -4.8% |
| 30D | +7.0% | +2.0% | +5.1% | +6.6% |
| 3M | +24.2% | +34.0% | -9.7% | +16.8% |
| 6M | +69.9% | +72.4% | -2.5% | +50.7% |
| YTD | +57.4% | +27.5% | +29.9% | +47.6% |
| 1Y | +107.9% | -18.7% | +126.6% | +113.1% |
| 3Y | +37.1% | +80.8% | -43.6% | +13.9% |
| 5Y | -53.7% | +54.5% | -108.2% | -62.3% |
| All | +16.8% | +148.8% | -131.9% | -16.2% |
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 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