-19.2%
NKE vs NTNX
+148.8%
-167.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.2% | -3.1% | -1.0% | -3.7% |
| 30D | -8.2% | +2.0% | -10.2% | -8.5% |
| 3M | -19.1% | +34.0% | -53.0% | -22.4% |
| 6M | -32.6% | +72.4% | -105.0% | -38.0% |
| YTD | -40.7% | +27.5% | -68.2% | -43.2% |
| 1Y | -48.9% | -18.7% | -30.1% | -48.1% |
| 3Y | -59.2% | +80.8% | -140.0% | -64.2% |
| 5Y | -75.3% | +54.5% | -129.8% | -78.7% |
| All | -19.2% | +148.8% | -167.9% | -38.0% |
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