+179.5%
NVS vs NTNX
+148.8%
+30.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -14.3% | -3.1% | -11.1% | -14.1% |
| 30D | -10.0% | +2.0% | -11.9% | -10.1% |
| 3M | -10.9% | +34.0% | -44.8% | -12.2% |
| 6M | -12.0% | +72.4% | -84.3% | -14.5% |
| YTD | +2.5% | +27.5% | -25.0% | +1.0% |
| 1Y | +10.7% | -18.7% | +29.4% | +11.4% |
| 3Y | +53.3% | +80.8% | -27.4% | +45.4% |
| 5Y | +93.6% | +54.5% | +39.1% | +82.6% |
| All | +179.5% | +148.8% | +30.7% | +143.2% |
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