-38.6%
FICO vs NTNX
+0.3%
-38.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | -1.6% | -17.6% | -18.7% |
| 30D | -14.6% | +11.6% | -26.2% | -17.8% |
| 3M | -20.1% | +23.8% | -43.9% | -26.0% |
| 6M | -36.3% | +68.8% | -105.1% | -47.8% |
| YTD | -44.9% | +31.7% | -76.5% | -53.8% |
| 1Y | -38.6% | -0.9% | -37.7% | -47.2% |
| All | -38.6% | +0.3% | -38.9% | -47.2% |
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