-15.9%
TEVA vs NTNX
+148.8%
-164.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.9% |
| 7D | +2.0% | -3.1% | +5.2% | +2.6% |
| 30D | +1.0% | +2.0% | -1.0% | +0.5% |
| 3M | +7.3% | +34.0% | -26.6% | +1.9% |
| 6M | +21.7% | +72.4% | -50.7% | +10.0% |
| YTD | +18.8% | +27.5% | -8.7% | +12.6% |
| 1Y | +86.5% | -18.7% | +105.2% | +89.9% |
| 3Y | +269.4% | +80.8% | +188.7% | +213.2% |
| 5Y | +303.6% | +54.5% | +249.1% | +235.6% |
| All | -15.9% | +148.8% | -164.7% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling