+216.4%
INTU vs NTNX
+148.8%
+67.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | -3.3% | -3.1% | -0.2% | -2.6% |
| 30D | -3.9% | +2.0% | -5.9% | -4.4% |
| 3M | +16.6% | +34.0% | -17.3% | +8.7% |
| 6M | -26.4% | +72.4% | -98.8% | -35.4% |
| YTD | -51.0% | +27.5% | -78.5% | -53.9% |
| 1Y | -50.8% | -18.7% | -32.0% | -49.0% |
| 3Y | -40.1% | +80.8% | -120.8% | -49.5% |
| 5Y | -41.2% | +54.5% | -95.7% | -51.2% |
| All | +216.4% | +148.8% | +67.6% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling