-19.7%
ZBH vs NTNX
+148.8%
-168.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | -4.7% | -3.1% | -1.5% | -4.3% |
| 30D | -4.5% | +2.0% | -6.5% | -4.8% |
| 3M | +7.6% | +34.0% | -26.4% | +3.9% |
| 6M | +0.3% | +72.4% | -72.1% | -6.4% |
| YTD | +4.5% | +27.5% | -23.0% | +0.8% |
| 1Y | -9.4% | -18.7% | +9.4% | -8.2% |
| 3Y | -21.5% | +80.8% | -102.2% | -30.3% |
| 5Y | -28.4% | +54.5% | -82.9% | -37.3% |
| All | -19.7% | +148.8% | -168.5% | -37.7% |
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