+54.1%
ZM vs NTNX
+57.5%
-3.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | -5.7% | -3.1% | -2.5% | -4.9% |
| 30D | -9.1% | +2.0% | -11.1% | -9.4% |
| 3M | +3.5% | +34.0% | -30.4% | -3.6% |
| 6M | +25.7% | +72.4% | -46.7% | +9.9% |
| YTD | +10.8% | +27.5% | -16.8% | +3.6% |
| 1Y | +12.8% | -18.7% | +31.5% | +16.5% |
| 3Y | +33.1% | +80.8% | -47.6% | +9.7% |
| 5Y | -68.3% | +54.5% | -122.8% | -75.0% |
| All | +54.1% | +57.5% | -3.4% | +46.5% |
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 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