-40.0%
FIS vs NTNX
+148.8%
-188.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -7.9% | -3.1% | -4.8% | -7.4% |
| 30D | -8.0% | +2.0% | -9.9% | -8.3% |
| 3M | +0.6% | +34.0% | -33.4% | -3.8% |
| 6M | -22.2% | +72.4% | -94.6% | -28.5% |
| YTD | -40.8% | +27.5% | -68.3% | -43.3% |
| 1Y | -41.5% | -18.7% | -22.8% | -40.6% |
| 3Y | -25.5% | +80.8% | -106.2% | -34.7% |
| 5Y | -64.8% | +54.5% | -119.3% | -69.5% |
| All | -40.0% | +148.8% | -188.7% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling