+358.4%
ISRG vs NTNX
+148.8%
+209.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +0.7% | -3.1% | +3.8% | +1.3% |
| 30D | -8.0% | +2.0% | -10.0% | -8.5% |
| 3M | -10.6% | +34.0% | -44.6% | -16.1% |
| 6M | -25.1% | +72.4% | -97.5% | -34.0% |
| YTD | -34.8% | +27.5% | -62.4% | -38.9% |
| 1Y | -19.0% | -18.7% | -0.3% | -17.0% |
| 3Y | +22.1% | +80.8% | -58.7% | +2.9% |
| 5Y | +8.2% | +54.5% | -46.3% | -10.3% |
| All | +358.4% | +148.8% | +209.6% | +227.3% |
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