+1,538.0%
LLY vs NTNX
+152.6%
+1,385.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -8.6% | +3.8% | -12.5% | -8.9% |
| 3M | -1.6% | +31.9% | -33.6% | -3.6% |
| 6M | +11.8% | +68.5% | -56.6% | +7.4% |
| YTD | +5.1% | +29.5% | -24.4% | +2.7% |
| 1Y | +50.7% | -11.6% | +62.3% | +50.9% |
| 3Y | +95.7% | +85.1% | +10.6% | +85.2% |
| 5Y | +390.2% | +54.8% | +335.4% | +359.8% |
| All | +1,538.0% | +152.6% | +1,385.4% | +1,342.6% |
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