+195.1%
JNJ vs NTNX
+148.8%
+46.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.4% |
| 30D | +2.3% | +2.0% | +0.3% | +2.2% |
| 3M | +12.0% | +34.0% | -22.0% | +11.0% |
| 6M | +10.5% | +72.4% | -61.9% | +8.6% |
| YTD | +30.4% | +27.5% | +2.9% | +29.3% |
| 1Y | +52.1% | -18.7% | +70.9% | +52.8% |
| 3Y | +77.8% | +80.8% | -2.9% | +71.3% |
| 5Y | +82.9% | +54.5% | +28.4% | +75.3% |
| All | +195.1% | +148.8% | +46.3% | +167.3% |
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