+256.5%
EMR vs NTNX
+148.8%
+107.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 6M | +9.9% | +72.4% | -62.5% | +0.2% |
| YTD | +16.0% | +27.5% | -11.6% | +10.5% |
| 1Y | +12.4% | -18.7% | +31.2% | +14.4% |
| 3Y | +60.2% | +80.8% | -20.5% | +41.5% |
| 5Y | +67.9% | +54.5% | +13.4% | +46.6% |
| All | +256.5% | +148.8% | +107.7% | +168.6% |
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