+626.6%
FCX vs NTNX
+148.8%
+477.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.3% | -3.1% | +0.9% | -1.6% |
| 30D | +2.7% | +2.0% | +0.7% | +2.1% |
| 3M | +7.4% | +34.0% | -26.6% | +0.1% |
| 6M | +16.0% | +72.4% | -56.4% | +1.0% |
| YTD | +40.9% | +27.5% | +13.4% | +30.6% |
| 1Y | +56.4% | -18.7% | +75.2% | +60.2% |
| 3Y | +84.2% | +80.8% | +3.5% | +50.0% |
| 5Y | +114.6% | +54.5% | +60.1% | +72.7% |
| All | +626.6% | +148.8% | +477.9% | +347.8% |
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 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