-19.0%
ISRG vs NTNX
-15.3%
-3.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +0.7% | -3.1% | +3.8% | +1.2% |
| 30D | -8.0% | +2.0% | -10.0% | -8.4% |
| 3M | -10.6% | +34.0% | -44.6% | -14.5% |
| 6M | -25.1% | +72.4% | -97.5% | -31.5% |
| YTD | -34.8% | +27.5% | -62.4% | -37.1% |
| 1Y | -19.0% | -18.7% | -0.3% | -15.2% |
| All | -19.0% | -15.3% | -3.7% | -15.2% |
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 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