+240.8%
TWLO vs NTNX
+82.3%
+158.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -2.4% | -3.1% | +0.7% | -0.9% |
| 30D | -7.8% | +2.0% | -9.8% | -8.6% |
| 3M | +10.0% | +34.0% | -23.9% | -3.9% |
| 6M | +79.5% | +72.4% | +7.1% | +41.2% |
| YTD | +59.8% | +27.5% | +32.3% | +41.2% |
| 1Y | +121.7% | -18.7% | +140.4% | +131.7% |
| 3Y | +240.8% | +80.8% | +160.1% | +133.8% |
| All | +240.8% | +82.3% | +158.5% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling