+91.2%
LLY vs NTNX
+82.3%
+8.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -2.9% | -3.1% | +0.2% | -2.5% |
| 30D | -8.4% | +2.0% | -10.4% | -8.7% |
| 3M | -3.8% | +34.0% | -37.7% | -7.5% |
| 6M | +11.9% | +72.4% | -60.4% | +3.4% |
| YTD | +4.3% | +27.5% | -23.2% | +0.5% |
| 1Y | +48.5% | -18.7% | +67.2% | +52.7% |
| 3Y | +91.2% | +80.8% | +10.5% | +42.7% |
| All | +91.2% | +82.3% | +8.9% | +42.7% |
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 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