-26.7%
ZTS vs NTNX
-9.1%
-17.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +7.4% |
| 7D | +15.4% | -12.3% | +27.8% | +15.1% |
| 30D | +25.8% | -13.2% | +39.0% | +25.4% |
| 3M | +18.1% | +3.6% | +14.5% | +18.1% |
| 6M | -19.7% | +45.7% | -65.4% | -19.2% |
| YTD | -27.5% | +23.2% | -50.7% | -27.5% |
| 1Y | -26.7% | -9.1% | -17.6% | -26.3% |
| All | -26.7% | -9.1% | -17.6% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling