+8.5%
JBL vs NTNX
-16.9%
+25.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.1% | -0.5% | -8.5% |
| 7D | -17.9% | -17.2% | -0.7% | -18.0% |
| 30D | -23.6% | -20.2% | -3.3% | -23.9% |
| 3M | -30.2% | -4.0% | -26.2% | -29.4% |
| 6M | -29.9% | +34.8% | -64.7% | -27.8% |
| YTD | +3.7% | +13.3% | -9.5% | +7.2% |
| 1Y | +8.5% | -16.0% | +24.5% | +13.9% |
| All | +8.5% | -16.9% | +25.3% | +13.9% |
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