+535.7%
VEEV vs NTNX
+148.8%
+386.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -3.9% |
| 30D | +8.6% | +2.0% | +6.7% | +8.3% |
| 3M | +62.4% | +34.0% | +28.5% | +52.1% |
| 6M | +40.3% | +72.4% | -32.1% | +23.9% |
| YTD | +17.5% | +27.5% | -10.0% | +10.8% |
| 1Y | -6.1% | -18.7% | +12.6% | -3.0% |
| 3Y | +16.7% | +80.8% | -64.1% | -2.9% |
| 5Y | -13.3% | +54.5% | -67.8% | -28.5% |
| All | +535.7% | +148.8% | +386.9% | +331.7% |
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