-56.4%
FICO vs NTNX
-9.1%
-47.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +0.4% | -12.3% | +12.8% | +4.3% |
| 30D | +1.7% | -13.2% | +14.9% | +5.7% |
| 3M | -33.0% | +3.6% | -36.6% | -34.7% |
| 6M | -33.9% | +45.7% | -79.5% | -43.2% |
| YTD | -58.5% | +23.2% | -81.8% | -65.8% |
| 1Y | -56.4% | -9.1% | -47.3% | -63.3% |
| All | -56.4% | -9.1% | -47.2% | -63.3% |
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 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