+313.0%
NEM vs NTNX
+148.8%
+164.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.8% |
| 30D | +7.8% | +2.0% | +5.9% | +7.7% |
| 3M | +30.2% | +34.0% | -3.7% | +28.3% |
| 6M | +9.6% | +72.4% | -62.8% | +6.5% |
| YTD | +27.8% | +27.5% | +0.3% | +26.0% |
| 1Y | +60.7% | -18.7% | +79.4% | +61.9% |
| 3Y | +245.3% | +80.8% | +164.5% | +230.2% |
| 5Y | +155.3% | +54.5% | +100.9% | +143.3% |
| All | +313.0% | +148.8% | +164.3% | +274.3% |
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