+279.3%
SONY vs NTNX
+148.8%
+130.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -2.7% | -3.1% | +0.5% | -2.3% |
| 30D | +1.5% | +2.0% | -0.4% | +1.2% |
| 3M | +13.0% | +34.0% | -21.0% | +8.4% |
| 6M | +11.2% | +72.4% | -61.2% | +2.4% |
| YTD | -6.6% | +27.5% | -34.2% | -10.6% |
| 1Y | -18.1% | -18.7% | +0.6% | -16.8% |
| 3Y | +42.1% | +80.8% | -38.7% | +25.4% |
| 5Y | +11.0% | +54.5% | -43.4% | -3.3% |
| All | +279.3% | +148.8% | +130.5% | +195.4% |
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