+413.7%
JBL vs NTNX
+54.0%
+359.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +4.9% |
| 7D | +2.4% | -3.1% | +5.6% | +3.0% |
| 30D | -13.1% | +2.0% | -15.1% | -13.5% |
| 3M | -15.6% | +34.0% | -49.5% | -20.3% |
| 6M | +24.6% | +72.4% | -47.8% | +10.4% |
| YTD | +39.6% | +27.5% | +12.1% | +31.3% |
| 1Y | +48.6% | -18.7% | +67.4% | +53.9% |
| 3Y | +197.3% | +80.8% | +116.5% | +150.2% |
| All | +413.7% | +54.0% | +359.7% | +363.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling