+197.3%
JBL vs NTNX
+82.3%
+115.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +4.9% |
| 7D | +2.4% | -3.1% | +5.6% | +2.9% |
| 30D | -13.1% | +2.0% | -15.1% | -13.4% |
| 3M | -15.6% | +34.0% | -49.5% | -19.4% |
| 6M | +24.6% | +72.4% | -47.8% | +12.5% |
| YTD | +39.6% | +27.5% | +12.1% | +33.6% |
| 1Y | +48.6% | -18.7% | +67.4% | +57.7% |
| 3Y | +197.3% | +80.8% | +116.5% | +178.5% |
| All | +197.3% | +82.3% | +115.0% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling