+237.3%
QCOM vs NTNX
+152.6%
+84.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +4.4% | +0.1% | +4.2% | +4.3% |
| 30D | +9.4% | +3.8% | +5.5% | +8.4% |
| 3M | -13.7% | +31.9% | -45.6% | -18.9% |
| 6M | +28.9% | +68.5% | -39.6% | +14.0% |
| YTD | +4.7% | +29.5% | -24.8% | -2.4% |
| 1Y | +13.5% | -11.6% | +25.1% | +13.9% |
| 3Y | +77.1% | +85.1% | -8.0% | +47.7% |
| 5Y | +38.9% | +54.8% | -15.9% | +15.0% |
| All | +237.3% | +152.6% | +84.7% | +137.9% |
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