-32.3%
TWLO vs NTNX
+54.0%
-86.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | +10.0% | +34.0% | -23.9% | -4.5% |
| 6M | +79.5% | +72.4% | +7.1% | +38.8% |
| YTD | +59.8% | +27.5% | +32.3% | +41.4% |
| 1Y | +121.7% | -18.7% | +140.4% | +138.6% |
| 3Y | +240.8% | +80.8% | +160.1% | +133.4% |
| All | -32.3% | +54.0% | -86.4% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling