+424.4%
VIAV vs NTNX
+148.8%
+275.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +11.2% | -3.1% | +14.3% | +11.8% |
| 30D | -10.1% | +2.0% | -12.1% | -10.5% |
| 3M | -22.9% | +34.0% | -56.8% | -27.1% |
| 6M | +28.8% | +72.4% | -43.6% | +15.4% |
| YTD | +117.5% | +27.5% | +89.9% | +104.7% |
| 1Y | +216.1% | -18.7% | +234.8% | +221.9% |
| 3Y | +292.2% | +80.8% | +211.5% | +233.6% |
| 5Y | +141.0% | +54.5% | +86.5% | +102.4% |
| All | +424.4% | +148.8% | +275.6% | +258.4% |
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