+889.8%
NVDA vs NTNX
+54.0%
+835.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.1% | -3.1% | -2.0% | -3.9% |
| 30D | -2.5% | +2.0% | -4.4% | -3.2% |
| 3M | +6.7% | +34.0% | -27.3% | -5.4% |
| 6M | +17.6% | +72.4% | -54.8% | -7.3% |
| YTD | +17.3% | +27.5% | -10.2% | +3.7% |
| 1Y | +23.5% | -18.7% | +42.2% | +31.0% |
| 3Y | +384.6% | +80.8% | +303.9% | +236.4% |
| All | +889.8% | +54.0% | +835.7% | +712.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling