+674.0%
MRNA vs NTNX
+49.9%
+624.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -1.1% | -3.1% | +2.1% | -0.6% |
| 30D | +126.1% | +2.0% | +124.2% | +124.8% |
| 3M | +190.0% | +34.0% | +156.1% | +175.9% |
| 6M | +157.2% | +72.4% | +84.8% | +133.1% |
| YTD | +388.2% | +27.5% | +360.7% | +362.8% |
| 1Y | +467.0% | -18.7% | +485.8% | +478.2% |
| 3Y | +36.1% | +80.8% | -44.7% | +15.5% |
| 5Y | -68.0% | +54.5% | -122.5% | -73.9% |
| All | +674.0% | +49.9% | +624.2% | +492.2% |
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 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