-45.8%
VTRS vs NTNX
+148.8%
-194.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.2% | -3.1% | +1.0% | -1.8% |
| 30D | +3.3% | +2.0% | +1.4% | +3.0% |
| 3M | +2.0% | +34.0% | -32.0% | -1.8% |
| 6M | +19.9% | +72.4% | -52.4% | +11.5% |
| YTD | +35.7% | +27.5% | +8.2% | +30.6% |
| 1Y | +68.1% | -18.7% | +86.8% | +70.2% |
| 3Y | +87.1% | +80.8% | +6.3% | +64.6% |
| 5Y | +47.6% | +54.5% | -6.8% | +28.2% |
| All | -45.8% | +148.8% | -194.5% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling