+60.2%
EMR vs NTNX
+82.3%
-22.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -0.4% | -3.1% | +2.7% | +0.1% |
| 30D | -6.8% | +2.0% | -8.7% | -7.1% |
| 3M | +7.5% | +34.0% | -26.5% | +2.5% |
| 6M | +9.9% | +72.4% | -62.5% | -0.6% |
| YTD | +16.0% | +27.5% | -11.6% | +10.8% |
| 1Y | +12.4% | -18.7% | +31.2% | +17.7% |
| 3Y | +60.2% | +80.8% | -20.5% | +33.3% |
| All | +60.2% | +82.3% | -22.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling