+236.5%
INTC vs NTNX
+148.8%
+87.8%
-70.8%
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% | +2.5% |
| 7D | +7.5% | -3.1% | +10.6% | +8.1% |
| 30D | +2.0% | +2.0% | 0.0% | +1.6% |
| 3M | -12.0% | +34.0% | -45.9% | -17.2% |
| 6M | +114.5% | +72.4% | +42.2% | +89.6% |
| YTD | +179.0% | +27.5% | +151.4% | +160.7% |
| 1Y | +318.3% | -18.7% | +337.0% | +327.0% |
| 3Y | +171.2% | +80.8% | +90.5% | +128.3% |
| 5Y | +107.6% | +54.5% | +53.1% | +72.8% |
| All | +236.5% | +148.8% | +87.8% | +136.1% |
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 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