+3.7%
FISV vs NTNX
+148.8%
-145.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.7% | +5.3% |
| 7D | -2.7% | -3.1% | +0.5% | -2.2% |
| 30D | 0.0% | +2.0% | -1.9% | -0.2% |
| 3M | -2.8% | +34.0% | -36.7% | -7.1% |
| 6M | -11.8% | +72.4% | -84.2% | -19.1% |
| YTD | -23.2% | +27.5% | -50.7% | -26.5% |
| 1Y | -62.0% | -18.7% | -43.3% | -61.3% |
| 3Y | -57.6% | +80.8% | -138.4% | -62.4% |
| 5Y | -53.4% | +54.5% | -107.9% | -59.2% |
| All | +3.7% | +148.8% | -145.0% | -20.4% |
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