-10.5%
ISRG vs NTNX
-9.1%
-1.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.5% | +10.9% | +9.6% |
| 7D | +8.5% | -12.3% | +20.9% | +10.7% |
| 30D | +18.6% | -13.2% | +31.8% | +21.2% |
| 3M | +30.9% | +3.6% | +27.3% | +29.9% |
| 6M | +6.6% | +45.7% | -39.1% | +0.6% |
| YTD | -14.9% | +23.2% | -38.1% | -17.8% |
| 1Y | -10.5% | -9.1% | -1.4% | -10.9% |
| All | -10.5% | -9.1% | -1.4% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling