+101.9%
TRMB vs NTNX
+148.8%
-46.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.3% |
| 7D | -3.0% | -3.1% | +0.1% | -2.3% |
| 30D | +2.3% | +2.0% | +0.4% | +1.9% |
| 3M | +15.3% | +34.0% | -18.6% | +8.0% |
| 6M | -14.7% | +72.4% | -87.1% | -24.9% |
| YTD | -26.4% | +27.5% | -53.9% | -30.9% |
| 1Y | -30.4% | -18.7% | -11.7% | -28.4% |
| 3Y | +13.5% | +80.8% | -67.2% | -4.6% |
| 5Y | -38.6% | +54.5% | -93.1% | -49.1% |
| All | +101.9% | +148.8% | -46.9% | +41.3% |
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