+1,525.6%
LLY vs NTNX
+148.8%
+1,376.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.7% |
| 30D | -8.4% | +2.0% | -10.4% | -8.6% |
| 3M | -3.8% | +34.0% | -37.7% | -5.8% |
| 6M | +11.9% | +72.4% | -60.4% | +7.3% |
| YTD | +4.3% | +27.5% | -23.2% | +2.0% |
| 1Y | +48.5% | -18.7% | +67.2% | +49.6% |
| 3Y | +91.2% | +80.8% | +10.5% | +81.2% |
| 5Y | +387.5% | +54.5% | +333.0% | +357.4% |
| All | +1,525.6% | +148.8% | +1,376.9% | +1,333.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling