+122.7%
SLB vs NTNX
+54.0%
+68.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.5% | -3.1% | +0.6% | -2.3% |
| 30D | +7.1% | +2.0% | +5.1% | +7.0% |
| 3M | +0.6% | +34.0% | -33.3% | -1.1% |
| 6M | +17.6% | +72.4% | -54.8% | +13.5% |
| YTD | +48.5% | +27.5% | +20.9% | +46.0% |
| 1Y | +59.4% | -18.7% | +78.1% | +61.5% |
| 3Y | -0.4% | +80.8% | -81.1% | -3.5% |
| All | +122.7% | +54.0% | +68.7% | +139.1% |
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