+336.4%
JCI vs NTNX
+148.8%
+187.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.1% |
| 7D | +0.7% | -3.1% | +3.9% | +1.1% |
| 30D | -4.4% | +2.0% | -6.4% | -4.7% |
| 3M | +1.7% | +34.0% | -32.3% | -2.2% |
| 6M | +8.8% | +72.4% | -63.6% | +0.6% |
| YTD | +22.6% | +27.5% | -4.9% | +17.5% |
| 1Y | +36.2% | -18.7% | +55.0% | +38.2% |
| 3Y | +168.0% | +80.8% | +87.3% | +140.2% |
| 5Y | +113.5% | +54.5% | +59.0% | +88.5% |
| All | +336.4% | +148.8% | +187.6% | +232.5% |
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 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