+3.6%
STZ vs NTNX
+127.8%
-124.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.6% | +3.4% | -0.9% | +2.3% |
| 30D | +15.2% | -13.6% | +28.8% | +16.5% |
| 3M | +7.6% | -11.1% | +18.8% | +8.5% |
| 6M | +5.3% | +35.7% | -30.4% | +2.0% |
| YTD | +8.6% | +16.8% | -8.2% | +6.2% |
| 1Y | +15.6% | -9.1% | +24.7% | +15.5% |
| 3Y | -35.2% | +55.8% | -90.9% | -40.5% |
| 5Y | -29.1% | +73.4% | -102.4% | -37.5% |
| 10Y | +12.9% | +113.6% | -100.6% | -10.7% |
| All | +3.6% | +127.8% | -124.2% | -18.2% |
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