+595.7%
JPM vs NTNX
+148.8%
+447.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.7% | -3.1% | +2.5% | -0.3% |
| 30D | -2.5% | +2.0% | -4.4% | -2.8% |
| 3M | +14.1% | +34.0% | -19.8% | +9.7% |
| 6M | +25.1% | +72.4% | -47.3% | +15.6% |
| YTD | +12.1% | +27.5% | -15.4% | +7.6% |
| 1Y | +18.8% | -18.7% | +37.6% | +20.5% |
| 3Y | +163.4% | +80.8% | +82.7% | +135.1% |
| 5Y | +156.5% | +54.5% | +102.1% | +125.8% |
| All | +595.7% | +148.8% | +447.0% | +436.4% |
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