-62.3%
ZTS vs NTNX
+54.0%
-116.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -3.7% | -3.1% | -0.6% | -3.4% |
| 30D | -0.8% | +2.0% | -2.7% | -1.0% |
| 3M | -9.7% | +34.0% | -43.7% | -12.8% |
| 6M | -38.4% | +72.4% | -110.8% | -42.6% |
| YTD | -41.1% | +27.5% | -68.6% | -43.2% |
| 1Y | -50.6% | -18.7% | -31.9% | -49.7% |
| 3Y | -59.1% | +80.8% | -139.9% | -64.2% |
| All | -62.3% | +54.0% | -116.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling