+347.6%
ISRG vs NTNX
+146.9%
+200.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.5% |
| 7D | -2.5% | -3.9% | +1.4% | -1.7% |
| 30D | -10.2% | +1.7% | -11.9% | -10.6% |
| 3M | -12.5% | +31.7% | -44.2% | -17.6% |
| 6M | -25.8% | +69.4% | -95.2% | -34.4% |
| YTD | -36.4% | +26.6% | -62.9% | -40.3% |
| 1Y | -19.9% | -15.2% | -4.7% | -18.6% |
| 3Y | +20.9% | +80.9% | -60.0% | +1.8% |
| 5Y | +5.7% | +53.3% | -47.7% | -12.3% |
| All | +347.6% | +146.9% | +200.7% | +220.1% |
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