-22.5%
LEN vs NTNX
-9.1%
-13.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.0% |
| 7D | +10.5% | -12.3% | +22.8% | +10.3% |
| 30D | +24.6% | -13.2% | +37.9% | +24.4% |
| 3M | +6.6% | +3.6% | +3.1% | +6.4% |
| 6M | +10.6% | +45.7% | -35.0% | +11.8% |
| YTD | -8.3% | +23.2% | -31.5% | -6.9% |
| 1Y | -22.5% | -9.1% | -13.4% | -18.7% |
| All | -22.5% | -9.1% | -13.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling