-29.8%
STZ vs NTNX
+73.4%
-103.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +2.6% | +3.4% | -0.9% | +2.5% |
| 30D | +15.2% | -13.6% | +28.8% | +15.4% |
| 3M | +7.6% | -11.1% | +18.8% | +7.7% |
| 6M | +5.3% | +35.7% | -30.4% | +4.6% |
| YTD | +8.6% | +16.8% | -8.2% | +8.5% |
| 1Y | +15.6% | -9.1% | +24.7% | +16.6% |
| 3Y | -35.2% | +55.8% | -90.9% | -37.9% |
| All | -29.8% | +73.4% | -103.2% | -34.5% |
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