+24.5%
LIN vs NTNX
+85.1%
-60.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -4.9% | +3.8% | -8.8% | -5.1% |
| 3M | -9.2% | +31.9% | -41.1% | -10.4% |
| 6M | -2.6% | +68.5% | -71.0% | -5.4% |
| YTD | +10.5% | +29.5% | -19.0% | +9.0% |
| 1Y | -0.1% | -11.6% | +11.5% | +1.0% |
| All | +24.5% | +85.1% | -60.6% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling