+128.0%
VRSK vs NTNX
+148.8%
-20.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -5.2% | -3.1% | -2.0% | -4.8% |
| 30D | -2.3% | +2.0% | -4.3% | -2.6% |
| 3M | -2.9% | +34.0% | -36.9% | -6.2% |
| 6M | -12.8% | +72.4% | -85.2% | -18.3% |
| YTD | -20.8% | +27.5% | -48.3% | -23.5% |
| 1Y | -33.2% | -18.7% | -14.5% | -32.5% |
| 3Y | -26.6% | +80.8% | -107.3% | -33.9% |
| 5Y | -11.3% | +54.5% | -65.8% | -21.2% |
| All | +128.0% | +148.8% | -20.7% | +82.7% |
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