+158.2%
SYK vs NTNX
+146.9%
+11.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -12.3% | -3.9% | -8.4% | -11.8% |
| 30D | -22.4% | +1.7% | -24.2% | -22.7% |
| 3M | -12.3% | +31.7% | -44.1% | -15.8% |
| 6M | -24.3% | +69.4% | -93.7% | -30.3% |
| YTD | -22.8% | +26.6% | -49.3% | -26.1% |
| 1Y | -28.8% | -15.2% | -13.6% | -28.1% |
| 3Y | -4.0% | +80.9% | -84.9% | -15.7% |
| 5Y | +3.8% | +53.3% | -49.5% | -10.0% |
| All | +158.2% | +146.9% | +11.3% | +94.8% |
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