+298.8%
TMUS vs NTNX
+146.9%
+151.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -5.8% | -3.9% | -1.9% | -5.4% |
| 30D | -0.2% | +1.7% | -1.9% | -0.4% |
| 3M | -4.0% | +31.7% | -35.7% | -6.6% |
| 6M | -18.1% | +69.4% | -87.5% | -22.6% |
| YTD | -11.3% | +26.6% | -37.9% | -13.9% |
| 1Y | -24.7% | -15.2% | -9.5% | -24.2% |
| 3Y | +35.4% | +80.9% | -45.5% | +22.2% |
| 5Y | +42.4% | +53.3% | -10.9% | +27.3% |
| All | +298.8% | +146.9% | +151.9% | +217.6% |
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