-38.2%
STZ vs NTNX
+55.9%
-94.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -6.0% | +0.1% | -6.2% | -6.0% |
| 30D | -8.9% | +3.8% | -12.7% | -8.9% |
| 3M | -12.6% | +31.9% | -44.5% | -13.0% |
| 6M | -17.2% | +68.5% | -85.7% | -18.1% |
| YTD | -10.0% | +29.5% | -39.5% | -10.2% |
| 1Y | -14.3% | -11.6% | -2.7% | -13.1% |
| 3Y | -49.9% | +85.1% | -135.0% | -52.4% |
| 5Y | -38.2% | +54.8% | -93.0% | -40.1% |
| All | -38.2% | +55.9% | -94.2% | -40.1% |
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