+307.5%
NSC vs NTNX
+152.6%
+154.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | -3.2% | +3.8% | -7.0% | -3.7% |
| 3M | +3.9% | +31.9% | -28.0% | +0.2% |
| 6M | +7.8% | +68.5% | -60.7% | +0.2% |
| YTD | +13.4% | +29.5% | -16.1% | +8.7% |
| 1Y | +20.3% | -11.6% | +31.9% | +20.7% |
| 3Y | +76.1% | +85.1% | -9.0% | +55.5% |
| 5Y | +45.0% | +54.8% | -9.8% | +27.2% |
| All | +307.5% | +152.6% | +154.9% | +203.1% |
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