+78.2%
NTNX vs COO
+21.7%
+56.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -3.1% | -22.5% | +19.4% | +10.8% |
| 30D | +2.0% | -29.7% | +31.7% | +23.2% |
| 3M | +34.0% | -20.1% | +54.1% | +49.8% |
| 6M | +72.4% | -26.9% | +99.3% | +101.1% |
| YTD | +27.5% | -34.2% | +61.8% | +58.6% |
| 1Y | -18.7% | -21.3% | +2.5% | -10.3% |
| 3Y | +80.8% | -38.7% | +119.4% | +121.6% |
| 5Y | +54.5% | -52.2% | +106.7% | +121.5% |
| All | +78.2% | +21.7% | +56.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling