-9.1%
NTNX vs EXEL
+92.4%
-101.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -12.3% | +9.8% | -22.1% | -11.8% |
| 30D | -13.2% | +23.6% | -36.8% | -12.3% |
| 3M | +3.6% | +29.9% | -26.3% | +5.0% |
| 6M | +45.7% | +64.7% | -19.0% | +49.6% |
| YTD | +23.2% | +66.0% | -42.7% | +25.5% |
| 1Y | -9.1% | +92.0% | -101.0% | -3.9% |
| All | -9.1% | +92.4% | -101.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling