+248.0%
QCOM vs NTNX
+148.8%
+99.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +7.8% | -3.1% | +11.0% | +8.5% |
| 30D | +12.2% | +2.0% | +10.2% | +11.6% |
| 3M | -9.9% | +34.0% | -43.8% | -15.6% |
| 6M | +36.9% | +72.4% | -35.5% | +20.5% |
| YTD | +8.0% | +27.5% | -19.5% | +1.0% |
| 1Y | +15.0% | -18.7% | +33.8% | +17.6% |
| 3Y | +75.8% | +80.8% | -4.9% | +47.3% |
| 5Y | +42.2% | +54.5% | -12.3% | +17.8% |
| All | +248.0% | +148.8% | +99.2% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling