-25.5%
FIS vs NTNX
+82.3%
-107.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 6M | -22.2% | +72.4% | -94.6% | -28.3% |
| YTD | -40.8% | +27.5% | -68.3% | -44.0% |
| 1Y | -41.5% | -18.7% | -22.8% | -42.6% |
| 3Y | -25.5% | +80.8% | -106.2% | -39.3% |
| All | -25.5% | +82.3% | -107.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling