+155.1%
NEM vs NTNX
+54.0%
+101.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.9% |
| 30D | +7.8% | +2.0% | +5.9% | +7.7% |
| 3M | +30.2% | +34.0% | -3.7% | +28.7% |
| 6M | +9.6% | +72.4% | -62.8% | +7.1% |
| YTD | +27.8% | +27.5% | +0.3% | +26.5% |
| 1Y | +60.7% | -18.7% | +79.4% | +62.6% |
| 3Y | +245.3% | +80.8% | +164.5% | +231.7% |
| All | +155.1% | +54.0% | +101.1% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling