+222.3%
PODD vs NTNX
+148.8%
+73.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.5% | -3.1% | -7.4% | -10.0% |
| 30D | -9.0% | +2.0% | -11.0% | -9.4% |
| 3M | -11.5% | +34.0% | -45.5% | -16.2% |
| 6M | -44.7% | +72.4% | -117.1% | -50.4% |
| YTD | -53.6% | +27.5% | -81.1% | -56.1% |
| 1Y | -61.0% | -18.7% | -42.2% | -60.1% |
| 3Y | -24.7% | +80.8% | -105.5% | -36.2% |
| 5Y | -55.5% | +54.5% | -110.0% | -63.0% |
| All | +222.3% | +148.8% | +73.6% | +128.3% |
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