+413.7%
LIN vs NTNX
+127.8%
+285.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.1% | +3.4% | -1.3% | +1.7% |
| 30D | +6.8% | -13.6% | +20.3% | +8.3% |
| 3M | +10.4% | -11.1% | +21.5% | +11.6% |
| 6M | +3.2% | +35.7% | -32.5% | -0.8% |
| YTD | +24.6% | +16.8% | +7.8% | +21.2% |
| 1Y | +24.4% | -9.1% | +33.5% | +24.2% |
| 3Y | +36.7% | +55.8% | -19.0% | +24.9% |
| 5Y | +67.0% | +73.4% | -6.3% | +45.9% |
| 10Y | +426.7% | +113.6% | +313.1% | +317.6% |
| All | +413.7% | +127.8% | +285.9% | +308.9% |
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