+649.3%
FICO vs NTNX
+154.7%
+494.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -15.4% | +1.2% | -16.6% | -15.7% |
| 30D | -10.4% | +7.7% | -18.1% | -11.9% |
| 3M | -22.7% | +30.2% | -52.9% | -27.3% |
| 6M | -36.8% | +69.4% | -106.2% | -44.2% |
| YTD | -44.8% | +30.6% | -75.4% | -48.5% |
| 1Y | -39.3% | -10.0% | -29.3% | -39.0% |
| 3Y | +3.7% | +86.6% | -82.9% | -13.1% |
| 5Y | +101.7% | +57.1% | +44.6% | +66.9% |
| All | +649.3% | +154.7% | +494.7% | +427.3% |
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 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